-80.4%
LYFT vs INVH
+40.6%
-121.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -8.4% | -3.0% | -5.4% | -6.5% |
| 30D | -7.6% | -7.5% | -0.1% | -2.7% |
| 3M | +11.7% | -5.5% | +17.3% | +15.7% |
| 6M | +15.1% | +11.7% | +3.4% | +5.6% |
| YTD | -20.9% | +1.3% | -22.2% | -22.8% |
| 1Y | -16.4% | -6.1% | -10.3% | -14.5% |
| 3Y | +35.2% | -9.8% | +45.0% | +40.9% |
| 5Y | -69.4% | -19.7% | -49.7% | -66.0% |
| All | -80.4% | +40.6% | -121.0% | -83.6% |
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