+333.1%
SLV vs LII
+1,474.0%
-1,140.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.7% |
| 3M | -10.7% | -24.4% | +13.7% | -7.7% |
| 6M | -20.6% | -28.7% | +8.1% | -17.3% |
| YTD | -7.1% | -19.1% | +12.0% | -4.9% |
| 1Y | +62.0% | -29.7% | +91.7% | +68.6% |
| 3Y | +169.8% | +4.8% | +165.0% | +162.0% |
| 5Y | +161.5% | +24.6% | +136.9% | +144.6% |
| 10Y | +224.4% | +169.2% | +55.2% | +166.5% |
| All | +333.1% | +1,474.0% | -1,140.9% | +131.4% |
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