+1,453.9%
LSCC vs INVH
+72.9%
+1,381.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.2% | -5.9% |
| 7D | +7.0% | -0.9% | +7.9% | +7.5% |
| 30D | -2.3% | +1.2% | -3.5% | -3.5% |
| 3M | -12.5% | -10.4% | -2.1% | -7.9% |
| 6M | -10.6% | -3.6% | -7.0% | -10.6% |
| YTD | +52.7% | -0.1% | +52.8% | +48.5% |
| 1Y | +74.0% | -0.7% | +74.6% | +69.4% |
| 3Y | +104.8% | -4.6% | +109.4% | +101.2% |
| 5Y | +36.2% | -21.7% | +57.9% | +49.6% |
| All | +1,453.9% | +72.9% | +1,381.0% | +1,071.0% |
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