+165.7%
SLV vs LSCC
+82.7%
+83.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.5% |
| 7D | -0.3% | +1.3% | -1.6% | -0.5% |
| 30D | +6.7% | -9.7% | +16.4% | +8.3% |
| 3M | -10.7% | -23.7% | +13.0% | -7.5% |
| 6M | -20.6% | +26.5% | -47.1% | -23.7% |
| YTD | -7.1% | +57.5% | -64.7% | -12.9% |
| 1Y | +62.0% | +75.7% | -13.7% | +49.9% |
| 3Y | +169.8% | +19.5% | +150.4% | +151.1% |
| All | +165.7% | +82.7% | +83.0% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling