-15.9%
LUV vs INVH
+75.4%
-91.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -1.0% | -3.0% | +2.0% | +0.5% |
| 30D | -12.4% | -7.5% | -4.8% | -9.1% |
| 3M | -11.0% | -5.5% | -5.5% | -8.7% |
| 6M | -5.0% | +11.7% | -16.7% | -10.1% |
| YTD | -3.8% | +1.3% | -5.1% | -4.9% |
| 1Y | +25.9% | -6.1% | +32.0% | +28.7% |
| 3Y | +42.2% | -9.8% | +52.0% | +46.8% |
| 5Y | -10.8% | -19.7% | +8.9% | -4.3% |
| All | -15.9% | +75.4% | -91.3% | -31.7% |
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