-22.5%
LEN vs INVH
+1.1%
-23.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.6% | +3.4% | +4.5% |
| 7D | +10.5% | +3.1% | +7.4% | +8.3% |
| 30D | +24.6% | +5.8% | +18.9% | +20.4% |
| 3M | +6.6% | -8.5% | +15.1% | +11.6% |
| 6M | +10.6% | -1.3% | +12.0% | +11.3% |
| YTD | -8.3% | +2.6% | -10.9% | -9.8% |
| 1Y | -22.5% | +0.7% | -23.2% | -21.9% |
| All | -22.5% | +1.1% | -23.6% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling