+234.2%
SLV vs LVS
+1.2%
+233.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.4% |
| 7D | +2.8% | -2.7% | +5.5% | +3.1% |
| 30D | +2.2% | -4.7% | +6.9% | +2.6% |
| 3M | +2.9% | -15.6% | +18.5% | +4.5% |
| 6M | -22.4% | -18.6% | -3.8% | -20.9% |
| YTD | -5.7% | -32.3% | +26.5% | -2.4% |
| 1Y | +63.3% | -18.0% | +81.3% | +65.8% |
| 3Y | +189.0% | -5.8% | +194.8% | +186.4% |
| 5Y | +172.7% | +5.7% | +166.9% | +163.3% |
| All | +234.2% | +1.2% | +233.0% | +208.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 10y: compounded portfolio wealth divided by compounded LVS 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…
10y analysis · Full analysis span regression · 6 months rolling