+164.7%
SLV vs LH
+267.5%
-102.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.2% | -3.4% |
| 7D | +3.7% | +4.8% | -1.1% | +2.8% |
| 30D | -15.2% | +18.8% | -34.0% | -17.8% |
| 3M | -21.8% | +15.7% | -37.4% | -23.9% |
| 6M | -36.3% | +46.7% | -83.0% | -40.7% |
| YTD | -27.8% | +48.9% | -76.8% | -32.9% |
| 1Y | +1.5% | +43.5% | -42.0% | -5.1% |
| 3Y | +128.5% | +86.9% | +41.6% | +101.9% |
| 5Y | +103.2% | +60.4% | +42.8% | +82.5% |
| 10Y | +164.7% | +260.7% | -96.0% | +104.8% |
| All | +164.7% | +267.5% | -102.8% | +104.8% |
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