+333.1%
SLV vs LH
+599.3%
-266.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -0.3% | -2.5% | +2.1% | +0.1% |
| 30D | +6.7% | +4.3% | +2.3% | +6.0% |
| 3M | -10.7% | +25.5% | -36.2% | -14.2% |
| 6M | -20.6% | +17.0% | -37.6% | -22.8% |
| YTD | -7.1% | +31.3% | -38.4% | -11.4% |
| 1Y | +62.0% | +20.0% | +42.0% | +56.7% |
| 3Y | +169.8% | +63.9% | +106.0% | +145.8% |
| 5Y | +161.5% | +30.9% | +130.6% | +144.9% |
| 10Y | +224.4% | +191.4% | +33.0% | +159.6% |
| All | +333.1% | +599.3% | -266.2% | +206.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling