+133.8%
LTH vs INVH
-16.4%
+150.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -4.0% | -3.0% | -1.0% | -1.9% |
| 30D | -5.3% | -7.5% | +2.2% | -0.1% |
| 3M | +19.0% | -5.5% | +24.5% | +23.6% |
| 6M | +55.8% | +11.7% | +44.1% | +42.5% |
| YTD | +56.1% | +1.3% | +54.8% | +52.3% |
| 1Y | +41.3% | -6.1% | +47.3% | +45.9% |
| 3Y | +156.6% | -9.8% | +166.4% | +166.7% |
| All | +133.8% | -16.4% | +150.2% | +193.9% |
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 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