+229.5%
LDOS vs INVH
+74.4%
+155.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.9% | +1.8% | 0.0% | +1.1% |
| 30D | +12.8% | +1.1% | +11.7% | +12.3% |
| 3M | -1.0% | -8.3% | +7.3% | +2.3% |
| 6M | +6.2% | -3.7% | +9.9% | +7.6% |
| YTD | -23.2% | +0.8% | -24.0% | -24.0% |
| 1Y | -29.5% | +1.0% | -30.5% | -30.3% |
| 3Y | +37.1% | -4.3% | +41.3% | +35.9% |
| 5Y | +55.6% | -21.0% | +76.6% | +63.8% |
| All | +229.5% | +74.4% | +155.0% | +146.1% |
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 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