+3.6%
LVS vs INVH
+75.4%
-71.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -3.5% | -3.0% | -0.5% | -2.2% |
| 30D | -6.2% | -7.5% | +1.3% | -3.1% |
| 3M | -14.8% | -5.5% | -9.3% | -13.0% |
| 6M | -20.9% | +11.7% | -32.6% | -25.0% |
| YTD | -33.0% | +1.3% | -34.4% | -34.0% |
| 1Y | -20.0% | -6.1% | -13.9% | -18.7% |
| 3Y | -6.9% | -9.8% | +2.8% | -5.1% |
| 5Y | +9.1% | -19.7% | +28.8% | +16.0% |
| All | +3.6% | +75.4% | -71.7% | -9.8% |
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