+225.0%
LOW vs INVH
+75.4%
+149.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -3.7% | -3.0% | -0.7% | -2.1% |
| 30D | -8.9% | -7.5% | -1.3% | -4.9% |
| 3M | -10.4% | -5.5% | -4.9% | -7.6% |
| 6M | -19.4% | +11.7% | -31.1% | -24.2% |
| YTD | -17.1% | +1.3% | -18.5% | -18.1% |
| 1Y | -26.3% | -6.1% | -20.2% | -24.2% |
| 3Y | -9.9% | -9.8% | -0.1% | -7.2% |
| 5Y | +6.1% | -19.7% | +25.8% | +14.6% |
| All | +225.0% | +75.4% | +149.6% | +173.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling