+248.5%
SLV vs LH
+695.5%
-446.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.5% |
| 7D | +5.6% | +4.6% | +1.1% | +4.9% |
| 30D | -12.1% | +19.1% | -31.2% | -14.8% |
| 3M | -16.3% | +16.7% | -33.0% | -18.5% |
| 6M | -34.1% | +47.0% | -81.1% | -38.4% |
| YTD | -25.3% | +49.3% | -74.6% | -30.3% |
| 1Y | +9.6% | +48.6% | -39.0% | +2.3% |
| 3Y | +132.7% | +87.8% | +44.8% | +106.9% |
| 5Y | +113.7% | +65.0% | +48.6% | +92.4% |
| 10Y | +175.9% | +275.0% | -99.1% | +111.9% |
| All | +248.5% | +695.5% | -446.9% | +141.4% |
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 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