+3.1%
LVS vs INVH
+75.5%
-72.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.8% |
| 7D | -4.3% | -3.1% | -1.2% | -3.0% |
| 30D | -6.8% | -7.5% | +0.7% | -3.7% |
| 3M | -15.6% | -6.3% | -9.3% | -13.5% |
| 6M | -20.6% | +9.4% | -30.0% | -24.1% |
| YTD | -33.4% | +1.4% | -34.8% | -34.4% |
| 1Y | -20.1% | -4.1% | -16.0% | -19.6% |
| 3Y | -7.4% | -9.2% | +1.8% | -5.8% |
| 5Y | +8.5% | -19.6% | +28.1% | +15.3% |
| All | +3.1% | +75.5% | -72.4% | -10.4% |
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