+1,600.9%
LITE vs INVH
+73.1%
+1,527.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.8% | +11.4% | +11.0% |
| 7D | +3.4% | -2.5% | +5.9% | +4.4% |
| 30D | -34.9% | +0.7% | -35.6% | -35.5% |
| 3M | -21.0% | -8.8% | -12.3% | -18.7% |
| 6M | -38.5% | -5.0% | -33.4% | -38.4% |
| YTD | +75.8% | 0.0% | +75.8% | +70.1% |
| 1Y | +156.7% | -1.9% | +158.6% | +150.2% |
| 3Y | +1,498.6% | -5.0% | +1,503.6% | +1,461.6% |
| 5Y | +610.9% | -21.6% | +632.5% | +652.0% |
| All | +1,600.9% | +73.1% | +1,527.9% | +1,330.2% |
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 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