+113.7%
SLV vs LH
+63.0%
+50.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.4% |
| 7D | +5.6% | +4.6% | +1.1% | +4.8% |
| 30D | -12.1% | +19.1% | -31.2% | -15.0% |
| 3M | -16.3% | +16.7% | -33.0% | -18.7% |
| 6M | -34.1% | +47.0% | -81.1% | -38.8% |
| YTD | -25.3% | +49.3% | -74.6% | -30.6% |
| 1Y | +9.6% | +48.6% | -39.0% | +1.9% |
| 3Y | +132.7% | +87.8% | +44.8% | +104.4% |
| 5Y | +113.7% | +65.0% | +48.6% | +85.8% |
| All | +113.7% | +63.0% | +50.6% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling