+7.6%
SLV vs LSCC
+68.2%
-60.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.3% | -2.5% |
| 7D | +5.1% | +13.0% | -7.9% | +0.2% |
| 30D | -12.9% | -19.8% | +6.9% | -6.7% |
| 3M | -16.1% | -18.4% | +2.3% | -11.1% |
| 6M | -33.2% | -16.1% | -17.1% | -31.6% |
| YTD | -27.2% | +42.7% | -70.0% | -40.4% |
| 1Y | +7.6% | +68.0% | -60.4% | -14.1% |
| All | +7.6% | +68.2% | -60.5% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling