+32.8%
LDOS vs INVH
-4.1%
+36.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.9% |
| 7D | -7.2% | +2.0% | -9.2% | -7.6% |
| 30D | +16.8% | +4.8% | +12.1% | +15.7% |
| 3M | -1.6% | -9.8% | +8.2% | +0.3% |
| 6M | -1.0% | -3.7% | +2.7% | -0.3% |
| YTD | -25.8% | +0.8% | -26.6% | -26.0% |
| 1Y | -31.1% | +1.9% | -33.0% | -31.5% |
| 3Y | +32.8% | -4.3% | +37.1% | +34.7% |
| All | +32.8% | -4.1% | +36.9% | +34.7% |
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