+99.8%
SLV vs LNT
+54.8%
+45.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | -14.2% | +11.6% | -25.8% | -16.4% |
| 3M | -20.3% | +8.2% | -28.5% | -21.9% |
| 6M | -40.2% | +3.1% | -43.3% | -40.9% |
| YTD | -27.6% | +16.8% | -44.4% | -30.8% |
| 1Y | +0.4% | +11.6% | -11.2% | -2.9% |
| 3Y | +129.4% | +67.4% | +62.0% | +92.8% |
| 5Y | +99.8% | +56.8% | +43.0% | +74.6% |
| All | +99.8% | +54.8% | +45.0% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 5y: compounded portfolio wealth divided by compounded LNT 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…
5y analysis · Full analysis span regression · 6 months rolling