+237.7%
SLV vs LH
+696.3%
-458.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -1.1% | +1.2% | -2.3% | -1.3% |
| 30D | -14.2% | +18.0% | -32.1% | -16.6% |
| 3M | -20.3% | +15.7% | -36.0% | -22.3% |
| 6M | -40.2% | +46.6% | -86.8% | -44.1% |
| YTD | -27.6% | +49.5% | -77.1% | -32.5% |
| 1Y | +0.4% | +40.2% | -39.8% | -5.4% |
| 3Y | +129.4% | +87.6% | +41.8% | +104.0% |
| 5Y | +99.8% | +59.3% | +40.5% | +80.9% |
| 10Y | +183.2% | +266.1% | -82.8% | +118.3% |
| All | +237.7% | +696.3% | -458.6% | +133.8% |
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 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