+226.7%
SLV vs LNT
+858.7%
-632.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | -3.9% | -0.5% | -3.3% | -3.7% |
| 30D | -15.6% | +9.9% | -25.6% | -17.6% |
| 3M | -23.6% | +4.8% | -28.4% | -24.5% |
| 6M | -42.6% | +2.2% | -44.7% | -43.1% |
| YTD | -30.0% | +15.9% | -45.8% | -32.7% |
| 1Y | -6.6% | +10.6% | -17.2% | -9.3% |
| 3Y | +121.8% | +66.1% | +55.8% | +93.2% |
| 5Y | +92.7% | +55.6% | +37.1% | +69.4% |
| 10Y | +174.0% | +182.8% | -8.9% | +100.4% |
| All | +226.7% | +858.7% | -632.1% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling