+177.1%
SLV vs LTH
+152.2%
+24.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | +6.7% | -4.6% | +11.3% | +7.1% |
| 3M | -10.7% | +32.8% | -43.5% | -13.4% |
| 6M | -20.6% | +64.6% | -85.2% | -24.5% |
| YTD | -7.1% | +62.6% | -69.8% | -11.6% |
| 1Y | +62.0% | +49.9% | +12.0% | +55.3% |
| All | +177.1% | +152.2% | +24.9% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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