+176.3%
LH vs INVH
+75.5%
+100.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -3.3% |
| 7D | -7.4% | -3.1% | -4.3% | -5.9% |
| 30D | -4.6% | -7.5% | +2.9% | -0.8% |
| 3M | +14.5% | -6.3% | +20.8% | +18.2% |
| 6M | +14.8% | +9.4% | +5.4% | +9.2% |
| YTD | +23.3% | +1.4% | +21.9% | +21.6% |
| 1Y | +13.6% | -4.1% | +17.7% | +15.3% |
| 3Y | +56.3% | -9.2% | +65.5% | +59.8% |
| 5Y | +25.2% | -19.6% | +44.8% | +34.3% |
| All | +176.3% | +75.5% | +100.8% | +106.8% |
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