+3,546.5%
LRCX vs SLV
+220.9%
+3,325.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.3% | -0.3% | -3.9% |
| 7D | +1.8% | -5.0% | +6.9% | +3.6% |
| 30D | -4.3% | -1.8% | -2.5% | -3.8% |
| 3M | -7.3% | -0.3% | -7.1% | -7.3% |
| 6M | +38.6% | -28.2% | +66.8% | +52.7% |
| YTD | +74.4% | -10.7% | +85.2% | +72.3% |
| 1Y | +179.1% | +53.7% | +125.4% | +127.7% |
| 3Y | +357.7% | +173.7% | +184.0% | +206.1% |
| 5Y | +424.9% | +161.5% | +263.4% | +246.8% |
| All | +3,546.5% | +220.9% | +3,325.6% | +1,768.3% |
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