-53.2%
LUMN vs INVH
+75.4%
-128.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +2.5% | -3.0% | +5.5% | +4.1% |
| 30D | +10.3% | -7.5% | +17.9% | +14.7% |
| 3M | -18.3% | -5.5% | -12.7% | -16.4% |
| 6M | +4.4% | +11.7% | -7.3% | -3.4% |
| YTD | -10.7% | +1.3% | -12.0% | -13.1% |
| 1Y | +14.0% | -6.1% | +20.0% | +14.7% |
| 3Y | +406.6% | -9.8% | +416.3% | +427.6% |
| 5Y | -36.8% | -19.7% | -17.1% | -31.2% |
| All | -53.2% | +75.4% | -128.5% | -65.6% |
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