+164.7%
SLV vs LEN
+147.0%
+17.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.4% | +1.9% | -2.7% |
| 7D | +3.7% | +0.7% | +3.0% | +3.6% |
| 30D | -15.2% | +13.0% | -28.2% | -16.8% |
| 3M | -21.8% | +1.9% | -23.7% | -22.2% |
| 6M | -36.3% | -0.7% | -35.6% | -36.6% |
| YTD | -27.8% | -13.8% | -14.0% | -26.8% |
| 1Y | +1.5% | -28.1% | +29.6% | +5.3% |
| 3Y | +128.5% | -22.8% | +151.4% | +131.3% |
| 5Y | +103.2% | -7.4% | +110.6% | +96.8% |
| 10Y | +164.7% | +143.7% | +21.0% | +112.8% |
| All | +164.7% | +147.0% | +17.7% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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