+2,355.9%
LITE vs INVH
+75.5%
+2,280.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -4.4% |
| 7D | +10.4% | -3.1% | +13.6% | +11.9% |
| 30D | +14.0% | -7.5% | +21.5% | +17.6% |
| 3M | +9.7% | -6.3% | +15.9% | +11.9% |
| 6M | +39.2% | +9.4% | +29.8% | +31.4% |
| YTD | +153.9% | +1.4% | +152.5% | +146.0% |
| 1Y | +467.5% | -4.1% | +471.6% | +461.5% |
| 3Y | +1,784.2% | -9.2% | +1,793.4% | +1,801.5% |
| 5Y | +990.3% | -19.6% | +1,009.9% | +1,047.5% |
| All | +2,355.9% | +75.5% | +2,280.4% | +1,968.2% |
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