+122.6%
SLV vs LSCC
+69.3%
+53.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.6% | +8.1% | +1.2% |
| 7D | -0.7% | -4.8% | +4.1% | 0.0% |
| 30D | -15.4% | -27.1% | +11.7% | -10.2% |
| 3M | -16.3% | -23.6% | +7.3% | -12.3% |
| 6M | -28.8% | -19.8% | -9.0% | -26.5% |
| YTD | -27.1% | +33.2% | -60.4% | -30.6% |
| 1Y | +7.5% | +55.2% | -47.7% | +0.5% |
| All | +122.6% | +69.3% | +53.3% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling