+122.3%
SLV vs LSCC
+81.4%
+41.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.3% | -1.5% |
| 7D | +5.1% | +13.0% | -7.9% | +2.2% |
| 30D | -12.9% | -19.8% | +6.9% | -9.4% |
| 3M | -16.1% | -18.4% | +2.3% | -13.2% |
| 6M | -33.2% | -16.1% | -17.1% | -31.7% |
| YTD | -27.2% | +42.7% | -70.0% | -31.7% |
| 1Y | +7.6% | +68.0% | -60.4% | -0.9% |
| 3Y | +122.3% | +85.8% | +36.5% | +98.7% |
| All | +122.3% | +81.4% | +41.0% | +98.7% |
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