+25.6%
LQD vs INVH
+75.4%
-49.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -1.1% | -3.0% | +1.9% | -0.8% |
| 30D | -1.3% | -7.5% | +6.2% | -0.5% |
| 3M | -3.2% | -5.5% | +2.3% | -2.7% |
| 6M | -2.1% | +11.7% | -13.8% | -3.4% |
| YTD | -2.4% | +1.3% | -3.7% | -2.7% |
| 1Y | -2.7% | -6.1% | +3.4% | -2.2% |
| 3Y | +14.2% | -9.8% | +24.0% | +14.6% |
| 5Y | -5.8% | -19.7% | +13.9% | -5.0% |
| All | +25.6% | +75.4% | -49.7% | +18.1% |
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