+49.1%
LULU vs INVH
+75.4%
-26.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -1.6% | -3.0% | +1.4% | -0.1% |
| 30D | -18.1% | -7.5% | -10.6% | -14.9% |
| 3M | -18.8% | -5.5% | -13.2% | -16.4% |
| 6M | -39.2% | +11.7% | -50.9% | -42.8% |
| YTD | -52.4% | +1.3% | -53.7% | -53.1% |
| 1Y | -40.3% | -6.1% | -34.2% | -39.0% |
| 3Y | -75.1% | -9.8% | -65.3% | -74.4% |
| 5Y | -76.7% | -19.7% | -57.1% | -74.9% |
| All | +49.1% | +75.4% | -26.3% | +13.3% |
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 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