+235.3%
SLV vs LH
+185.6%
+49.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.4% | +2.5% |
| 7D | +2.8% | -3.2% | +6.0% | +3.4% |
| 30D | +2.2% | +0.1% | +2.1% | +2.2% |
| 3M | +2.9% | +18.6% | -15.7% | -0.3% |
| 6M | -22.4% | +17.9% | -40.3% | -24.8% |
| YTD | -5.7% | +28.9% | -34.7% | -10.0% |
| 1Y | +63.3% | +16.6% | +46.7% | +58.5% |
| 3Y | +189.0% | +63.6% | +125.5% | +161.9% |
| 5Y | +172.7% | +30.0% | +142.6% | +154.5% |
| 10Y | +235.3% | +191.9% | +43.4% | +167.2% |
| All | +235.3% | +185.6% | +49.7% | +167.2% |
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