-70.4%
LYFT vs INVH
-20.2%
-50.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -8.4% | -3.0% | -5.4% | -6.7% |
| 30D | -7.6% | -7.5% | -0.1% | -3.2% |
| 3M | +11.7% | -5.5% | +17.3% | +15.4% |
| 6M | +15.1% | +11.7% | +3.4% | +6.2% |
| YTD | -20.9% | +1.3% | -22.2% | -22.6% |
| 1Y | -16.4% | -6.1% | -10.3% | -14.3% |
| 3Y | +35.2% | -9.8% | +45.0% | +40.1% |
| All | -70.4% | -20.2% | -50.3% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling