+110.1%
LEN vs INVH
+79.4%
+30.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -3.4% | -2.3% | -1.1% | -1.9% |
| 30D | -5.7% | -5.7% | +0.1% | -1.9% |
| 3M | -12.2% | -4.5% | -7.8% | -9.6% |
| 6M | -18.3% | +11.0% | -29.2% | -24.0% |
| YTD | -20.2% | +3.7% | -23.9% | -22.6% |
| 1Y | -40.1% | -2.8% | -37.2% | -39.4% |
| 3Y | -26.2% | -7.1% | -19.0% | -24.7% |
| 5Y | -9.8% | -19.4% | +9.6% | +0.2% |
| All | +110.1% | +79.4% | +30.7% | +47.3% |
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