+182.6%
SLV vs LVS
-6.1%
+188.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +2.5% | +0.3% | +2.2% | +2.5% |
| 30D | +3.3% | -3.9% | +7.2% | +3.7% |
| 3M | -3.6% | -12.9% | +9.3% | -2.0% |
| 6M | -21.8% | -16.9% | -4.9% | -20.0% |
| YTD | -7.8% | -31.2% | +23.4% | -3.9% |
| 1Y | +58.3% | -16.4% | +74.7% | +61.4% |
| 3Y | +182.6% | -4.4% | +187.0% | +178.9% |
| All | +182.6% | -6.1% | +188.6% | +178.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling