+28.2%
LSCC vs INVH
-8.0%
+36.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +5.2% | -3.1% | +8.3% | +6.2% |
| 30D | -9.6% | -7.1% | -2.6% | -7.6% |
| 3M | -17.8% | -3.0% | -14.8% | -17.8% |
| 6M | +37.4% | +10.1% | +27.3% | +29.6% |
| YTD | +59.7% | +3.8% | +55.8% | +54.2% |
| 1Y | +76.2% | -2.1% | +78.3% | +75.0% |
| 3Y | +28.2% | -7.0% | +35.2% | +29.9% |
| All | +28.2% | -8.0% | +36.2% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling