+175.9%
SLV vs LII
+170.7%
+5.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.4% |
| 7D | +5.6% | -1.2% | +6.8% | +5.8% |
| 30D | -12.1% | -2.0% | -10.2% | -12.0% |
| 3M | -16.3% | -20.2% | +4.0% | -13.9% |
| 6M | -34.1% | -32.5% | -1.5% | -31.0% |
| YTD | -25.3% | -27.4% | +2.1% | -22.6% |
| 1Y | +9.6% | -28.2% | +37.8% | +13.7% |
| 3Y | +132.7% | -7.2% | +139.9% | +130.4% |
| 5Y | +113.7% | +19.9% | +93.8% | +102.1% |
| 10Y | +175.9% | +168.6% | +7.2% | +151.7% |
| All | +175.9% | +170.7% | +5.1% | +151.7% |
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