+333.1%
SLV vs LMT
+1,155.3%
-822.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -0.3% | -6.3% | +5.9% | +0.6% |
| 30D | +6.7% | -8.5% | +15.2% | +8.0% |
| 3M | -10.7% | +1.8% | -12.5% | -11.2% |
| 6M | -20.6% | -19.9% | -0.7% | -18.3% |
| YTD | -7.1% | +10.6% | -17.7% | -9.2% |
| 1Y | +62.0% | +17.9% | +44.0% | +56.8% |
| 3Y | +169.8% | +27.0% | +142.9% | +155.7% |
| 5Y | +161.5% | +68.7% | +92.8% | +135.7% |
| 10Y | +224.4% | +181.1% | +43.3% | +165.5% |
| All | +333.1% | +1,155.3% | -822.2% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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