+235.3%
SLV vs LEN
+103.7%
+131.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +2.8% | -3.4% | +6.2% | +3.3% |
| 30D | +2.2% | -5.7% | +7.9% | +3.0% |
| 3M | +2.9% | -12.2% | +15.1% | +4.6% |
| 6M | -22.4% | -18.3% | -4.1% | -20.4% |
| YTD | -5.7% | -20.2% | +14.5% | -3.1% |
| 1Y | +63.3% | -40.1% | +103.4% | +73.9% |
| 3Y | +189.0% | -26.2% | +215.2% | +194.7% |
| 5Y | +172.7% | -9.8% | +182.5% | +165.3% |
| 10Y | +235.3% | +109.1% | +126.1% | +177.7% |
| All | +235.3% | +103.7% | +131.6% | +177.7% |
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