-3.5%
LYB vs INVH
+10.2%
-13.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -1.0% |
| 7D | +0.3% | -3.0% | +3.3% | -1.1% |
| 30D | +2.5% | -7.5% | +10.0% | -1.1% |
| 3M | +1.4% | -5.5% | +6.9% | -0.9% |
| 6M | -3.5% | +11.7% | -15.2% | +7.2% |
| All | -3.5% | +10.2% | -13.7% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling