+209.2%
LDOS vs INVH
+79.7%
+129.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.6% |
| 7D | -7.1% | -3.1% | -4.0% | -6.0% |
| 30D | -6.1% | -7.1% | +1.0% | -3.4% |
| 3M | +5.6% | -3.0% | +8.6% | +6.7% |
| 6M | -26.9% | +10.1% | -37.0% | -29.8% |
| YTD | -27.9% | +3.8% | -31.8% | -29.5% |
| 1Y | -26.8% | -2.1% | -24.7% | -26.8% |
| 3Y | +39.6% | -7.0% | +46.6% | +40.0% |
| 5Y | +39.4% | -20.6% | +59.9% | +46.6% |
| All | +209.2% | +79.7% | +129.6% | +128.3% |
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