+22.4%
LII vs INVH
-20.4%
+42.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +0.5% | -2.3% | +2.8% | +1.8% |
| 30D | -11.2% | -5.7% | -5.5% | -8.3% |
| 3M | -28.8% | -4.5% | -24.3% | -27.0% |
| 6M | -26.9% | +11.0% | -37.9% | -31.3% |
| YTD | -22.2% | +3.7% | -25.9% | -24.1% |
| 1Y | -32.0% | -2.8% | -29.1% | -31.3% |
| 3Y | -0.4% | -7.1% | +6.7% | +1.0% |
| 5Y | +22.4% | -19.4% | +41.9% | +33.0% |
| All | +22.4% | -20.4% | +42.9% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling