+175.8%
SLV vs LII
+169.1%
+6.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.3% |
| 7D | -5.8% | +2.9% | -8.8% | -6.2% |
| 30D | -12.1% | +0.9% | -13.0% | -12.4% |
| 3M | -24.1% | -15.5% | -8.6% | -22.5% |
| 6M | -44.4% | -30.2% | -14.2% | -42.1% |
| YTD | -31.5% | -26.8% | -4.7% | -29.1% |
| 1Y | -6.9% | -25.3% | +18.3% | -3.9% |
| 3Y | +116.0% | -7.8% | +123.8% | +114.0% |
| 5Y | +88.4% | +17.0% | +71.5% | +78.6% |
| All | +175.8% | +169.1% | +6.7% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling