+171.1%
SLV vs LSCC
+1,244.7%
-1,073.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.3% | -1.1% |
| 7D | +5.1% | +13.0% | -7.9% | +3.2% |
| 30D | -12.9% | -19.8% | +6.9% | -10.6% |
| 3M | -16.1% | -18.4% | +2.3% | -14.2% |
| 6M | -33.2% | -16.1% | -17.1% | -32.2% |
| YTD | -27.2% | +42.7% | -70.0% | -30.4% |
| 1Y | +7.6% | +68.0% | -60.4% | +1.3% |
| 3Y | +122.3% | +85.8% | +36.5% | +101.9% |
| 5Y | +109.7% | +28.0% | +81.7% | +91.4% |
| All | +171.1% | +1,244.7% | -1,073.6% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling