-49.6%
LUMN vs INVH
-2.8%
-46.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -1.7% |
| 7D | +2.5% | -0.9% | +3.4% | +2.2% |
| 30D | -10.1% | +1.2% | -11.3% | -9.7% |
| 3M | -36.1% | -10.4% | -25.7% | -37.9% |
| 6M | -56.5% | -3.6% | -52.9% | -57.2% |
| YTD | -47.4% | -0.1% | -47.3% | -48.0% |
| 1Y | -49.6% | -0.7% | -49.0% | -46.9% |
| All | -49.6% | -2.8% | -46.8% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling