+87.2%
LSCC vs INVH
-19.3%
+106.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | +5.2% | -3.1% | +8.3% | +7.0% |
| 30D | -9.6% | -7.1% | -2.6% | -6.2% |
| 3M | -17.8% | -3.0% | -14.8% | -17.5% |
| 6M | +37.4% | +10.1% | +27.3% | +27.3% |
| YTD | +59.7% | +3.8% | +55.8% | +52.5% |
| 1Y | +76.2% | -2.1% | +78.3% | +73.9% |
| 3Y | +28.2% | -7.0% | +35.2% | +28.5% |
| 5Y | +87.2% | -20.6% | +107.8% | +116.3% |
| All | +87.2% | -19.3% | +106.5% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling