+239.8%
SLV vs LII
+1,311.1%
-1,071.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -15.4% | -4.6% | -10.8% | -14.9% |
| 3M | -16.3% | -21.7% | +5.4% | -13.6% |
| 6M | -28.8% | -32.8% | +4.0% | -25.3% |
| YTD | -27.1% | -27.5% | +0.4% | -24.3% |
| 1Y | +7.5% | -28.0% | +35.5% | +11.7% |
| 3Y | +121.2% | -7.2% | +128.4% | +118.4% |
| 5Y | +110.0% | +22.6% | +87.4% | +96.6% |
| 10Y | +168.8% | +171.5% | -2.8% | +120.1% |
| All | +239.8% | +1,311.1% | -1,071.3% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling