+542.4%
LITE vs INVH
-21.0%
+563.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -13.9% | +1.8% | -15.7% | -14.4% |
| 30D | -46.9% | +1.1% | -48.0% | -47.3% |
| 3M | -28.0% | -8.3% | -19.7% | -26.5% |
| 6M | -35.2% | -3.7% | -31.5% | -35.5% |
| YTD | +58.9% | +0.8% | +58.1% | +54.1% |
| 1Y | +125.3% | +1.0% | +124.3% | +117.9% |
| 3Y | +1,344.4% | -4.3% | +1,348.7% | +1,315.6% |
| All | +542.4% | -21.0% | +563.4% | +578.9% |
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