-92.8%
LCID vs INVH
-9.6%
-83.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -0.9% |
| 7D | -9.1% | -3.1% | -6.0% | -7.6% |
| 30D | -37.6% | -7.5% | -30.1% | -35.1% |
| 3M | -11.1% | -6.3% | -4.8% | -8.4% |
| 6M | -59.2% | +9.4% | -68.6% | -62.2% |
| YTD | -60.5% | +1.4% | -61.9% | -61.5% |
| 1Y | -78.5% | -4.1% | -74.4% | -78.3% |
| All | -92.8% | -9.6% | -83.2% | -92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling