+145.0%
LNT vs INVH
+75.4%
+69.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.0% | -3.0% | +1.9% | +0.3% |
| 30D | -4.2% | -7.5% | +3.3% | -0.8% |
| 3M | -6.7% | -5.5% | -1.1% | -4.3% |
| 6M | -3.6% | +11.7% | -15.3% | -8.5% |
| YTD | +5.9% | +1.3% | +4.5% | +4.7% |
| 1Y | +7.3% | -6.1% | +13.3% | +9.6% |
| 3Y | +46.5% | -9.8% | +56.2% | +50.3% |
| 5Y | +32.5% | -19.7% | +52.1% | +40.8% |
| All | +145.0% | +75.4% | +69.6% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INVH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling