+2,213.0%
LITE vs INVH
+80.8%
+2,132.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | -1.5% | -2.9% | +1.4% | -0.3% |
| 30D | +6.7% | -6.9% | +13.6% | +9.7% |
| 3M | -6.8% | -2.7% | -4.0% | -6.6% |
| 6M | +29.4% | +8.2% | +21.2% | +22.9% |
| YTD | +139.1% | +4.5% | +134.6% | +128.7% |
| 1Y | +521.0% | -2.3% | +523.3% | +510.0% |
| 3Y | +1,535.3% | -7.3% | +1,542.6% | +1,536.3% |
| 5Y | +889.8% | -20.5% | +910.3% | +950.2% |
| All | +2,213.0% | +80.8% | +2,132.2% | +1,823.2% |
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