+75.7%
LSCC vs INVH
-2.4%
+78.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.3% | -2.9% | +4.2% | +0.7% |
| 30D | -9.7% | -6.9% | -2.8% | -10.9% |
| 3M | -23.7% | -2.7% | -21.0% | -24.4% |
| 6M | +26.5% | +8.2% | +18.3% | +22.6% |
| YTD | +57.5% | +4.5% | +53.1% | +53.7% |
| 1Y | +75.7% | -2.3% | +78.0% | +75.6% |
| All | +75.7% | -2.4% | +78.1% | +75.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling