+218.4%
LDOS vs INVH
+80.8%
+137.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -5.4% | -2.9% | -2.5% | -4.3% |
| 30D | +4.9% | -6.9% | +11.8% | +7.7% |
| 3M | +7.2% | -2.7% | +9.9% | +8.2% |
| 6M | -24.2% | +8.2% | -32.5% | -26.8% |
| YTD | -25.8% | +4.5% | -30.3% | -27.6% |
| 1Y | -24.7% | -2.3% | -22.4% | -24.7% |
| 3Y | +39.3% | -7.3% | +46.6% | +39.9% |
| 5Y | +43.3% | -20.5% | +63.8% | +50.7% |
| All | +218.4% | +80.8% | +137.6% | +134.5% |
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