+1,503.0%
LSCC vs INVH
+80.8%
+1,422.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +1.3% | -2.9% | +4.2% | +2.9% |
| 30D | -9.7% | -6.9% | -2.8% | -6.3% |
| 3M | -23.7% | -2.7% | -21.0% | -23.6% |
| 6M | +26.5% | +8.2% | +18.3% | +19.1% |
| YTD | +57.5% | +4.5% | +53.1% | +50.5% |
| 1Y | +75.7% | -2.3% | +78.0% | +73.7% |
| 3Y | +19.5% | -7.3% | +26.7% | +20.1% |
| 5Y | +83.8% | -20.5% | +104.2% | +101.0% |
| All | +1,503.0% | +80.8% | +1,422.3% | +1,086.6% |
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 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