+1,402.3%
LITE vs SLV
+170.8%
+1,231.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | -35.9% | +5.1% | -41.0% | -37.0% |
| 30D | -51.5% | -12.9% | -38.6% | -49.5% |
| 3M | -35.7% | -16.1% | -19.7% | -32.4% |
| 6M | -43.0% | -33.2% | -9.8% | -36.3% |
| YTD | +46.1% | -27.2% | +73.4% | +50.9% |
| 1Y | +124.7% | +7.6% | +117.1% | +107.6% |
| 3Y | +1,172.1% | +122.3% | +1,049.7% | +873.9% |
| 5Y | +477.0% | +109.7% | +367.3% | +340.3% |
| All | +1,402.3% | +170.8% | +1,231.6% | +835.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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