-31.2%
LDOS vs INVH
+1.1%
-32.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | +0.1% |
| 7D | -2.8% | +3.1% | -5.9% | -3.3% |
| 30D | +13.6% | +5.8% | +7.8% | +12.7% |
| 3M | +4.2% | -8.5% | +12.7% | +4.4% |
| 6M | -8.2% | -1.3% | -6.9% | -8.3% |
| YTD | -24.1% | +2.6% | -26.7% | -23.8% |
| 1Y | -31.2% | +0.7% | -31.9% | -30.9% |
| All | -31.2% | +1.1% | -32.3% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling