+132.7%
SLV vs LEN
-17.6%
+150.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +2.3% |
| 7D | +5.6% | +0.6% | +5.0% | +5.5% |
| 30D | -12.1% | +19.4% | -31.5% | -14.4% |
| 3M | -16.3% | +4.5% | -20.8% | -17.0% |
| 6M | -34.1% | +4.9% | -39.0% | -34.8% |
| YTD | -25.3% | -8.9% | -16.4% | -25.0% |
| 1Y | +9.6% | -23.0% | +32.6% | +11.2% |
| 3Y | +132.7% | -16.7% | +149.4% | +131.4% |
| All | +132.7% | -17.6% | +150.3% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling