+218.5%
LDOS vs INVH
+74.5%
+144.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.7% |
| 7D | -7.2% | +2.0% | -9.2% | -7.9% |
| 30D | +16.8% | +4.8% | +12.1% | +14.8% |
| 3M | -1.6% | -9.8% | +8.2% | +2.3% |
| 6M | -1.0% | -3.7% | +2.7% | +0.3% |
| YTD | -25.8% | +0.8% | -26.6% | -26.5% |
| 1Y | -31.1% | +1.9% | -33.0% | -32.2% |
| 3Y | +32.8% | -4.3% | +37.1% | +31.7% |
| 5Y | +49.4% | -21.1% | +70.5% | +57.4% |
| All | +218.5% | +74.5% | +144.0% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling