+151.5%
LII vs INVH
+72.9%
+78.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +0.8% |
| 7D | +2.9% | -0.9% | +3.9% | +3.4% |
| 30D | +0.9% | +1.2% | -0.3% | +0.5% |
| 3M | -15.5% | -10.4% | -5.1% | -11.1% |
| 6M | -30.2% | -3.6% | -26.6% | -29.0% |
| YTD | -26.8% | -0.1% | -26.8% | -27.0% |
| 1Y | -25.3% | -0.7% | -24.6% | -25.3% |
| 3Y | -7.8% | -4.6% | -3.2% | -7.2% |
| 5Y | +17.0% | -21.7% | +38.6% | +27.1% |
| All | +151.5% | +72.9% | +78.6% | +108.1% |
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