+182.6%
SLV vs LH
+64.5%
+118.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.6% |
| 7D | +2.5% | -0.8% | +3.3% | +2.7% |
| 30D | +3.3% | +2.0% | +1.3% | +3.0% |
| 3M | -3.6% | +24.3% | -27.8% | -6.9% |
| 6M | -21.8% | +21.1% | -42.9% | -24.2% |
| YTD | -7.8% | +30.4% | -38.3% | -11.3% |
| 1Y | +58.3% | +18.4% | +39.9% | +54.0% |
| 3Y | +182.6% | +65.5% | +117.1% | +156.4% |
| All | +182.6% | +64.5% | +118.1% | +156.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling