+182.6%
SLV vs LEN
-25.9%
+208.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.1% | -0.2% |
| 7D | +2.5% | -2.9% | +5.4% | +2.9% |
| 30D | +3.3% | -8.9% | +12.1% | +4.5% |
| 3M | -3.6% | -10.9% | +7.3% | -2.3% |
| 6M | -21.8% | -19.7% | -2.2% | -20.1% |
| YTD | -7.8% | -20.6% | +12.7% | -5.6% |
| 1Y | +58.3% | -42.4% | +100.7% | +66.3% |
| 3Y | +182.6% | -26.5% | +209.1% | +189.5% |
| All | +182.6% | -25.9% | +208.5% | +189.5% |
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