+107.1%
LEN vs INVH
+75.4%
+31.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -4.8% | -3.0% | -1.8% | -2.8% |
| 30D | -6.6% | -7.5% | +0.9% | -1.5% |
| 3M | -15.7% | -5.5% | -10.1% | -12.4% |
| 6M | -16.6% | +11.7% | -28.3% | -22.9% |
| YTD | -21.3% | +1.3% | -22.7% | -22.5% |
| 1Y | -42.0% | -6.1% | -36.0% | -40.0% |
| 3Y | -27.9% | -9.8% | -18.1% | -25.0% |
| 5Y | -10.7% | -19.7% | +9.0% | -0.6% |
| All | +107.1% | +75.4% | +31.7% | +47.5% |
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 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