+1,478.7%
LSCC vs INVH
+75.5%
+1,403.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | +0.1% |
| 7D | +0.4% | -3.1% | +3.6% | +2.2% |
| 30D | -9.5% | -7.5% | -2.0% | -5.8% |
| 3M | -13.8% | -6.3% | -7.5% | -11.6% |
| 6M | +24.5% | +9.4% | +15.0% | +16.3% |
| YTD | +55.1% | +1.4% | +53.7% | +50.6% |
| 1Y | +72.5% | -4.1% | +76.6% | +72.2% |
| 3Y | +24.5% | -9.2% | +33.7% | +26.6% |
| 5Y | +81.8% | -19.6% | +101.4% | +97.7% |
| All | +1,478.7% | +75.5% | +1,403.2% | +1,087.6% |
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 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