+175.8%
SLV vs LH
+261.9%
-86.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -5.8% | +1.1% | -6.9% | -6.0% |
| 30D | -12.1% | +16.7% | -28.9% | -14.6% |
| 3M | -24.1% | +15.1% | -39.2% | -26.1% |
| 6M | -44.4% | +46.3% | -90.7% | -48.2% |
| YTD | -31.5% | +48.8% | -80.3% | -36.3% |
| 1Y | -6.9% | +39.7% | -46.6% | -12.6% |
| 3Y | +116.0% | +87.0% | +29.0% | +90.9% |
| 5Y | +88.4% | +53.0% | +35.4% | +70.7% |
| All | +175.8% | +261.9% | -86.1% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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