+177.1%
SLV vs LII
+5.3%
+171.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +6.7% | -12.6% | +19.3% | +8.6% |
| 3M | -10.7% | -24.4% | +13.7% | -7.8% |
| 6M | -20.6% | -28.7% | +8.1% | -18.0% |
| YTD | -7.1% | -19.1% | +12.0% | -4.8% |
| 1Y | +62.0% | -29.7% | +91.7% | +67.2% |
| All | +177.1% | +5.3% | +171.8% | +181.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling