I keep mine in my house. My shed is not secure enough for something valuable. I have had a bike stolen (not from my house) and it was a significant emotional event. I was pissed off for weeks and it occurred at a time I really could not afford to replace it.
I did find this site https://bikeindex.org/ , which allows you to register your bike. I suppose the more people and police that are aware and use the site the more effective it will be so add your bikes and kick them a couple bucks (No, I am not affiliated other than having my bikes registered). Also, if you are buying a used bike you should take reasonable action to make sure it is not stolen. As much as we all want a good deal, we also want a better world to live in. Don’t encourage more theft by rewarding it.