+116.0%
SLV vs LVS
-9.1%
+125.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -2.6% |
| 7D | -5.8% | -0.8% | -5.0% | -5.8% |
| 30D | -12.1% | +10.0% | -22.1% | -13.3% |
| 3M | -24.1% | -11.0% | -13.1% | -23.1% |
| 6M | -44.4% | -20.1% | -24.2% | -42.9% |
| YTD | -31.5% | -36.3% | +4.8% | -27.8% |
| 1Y | -6.9% | -36.8% | +29.9% | -1.8% |
| 3Y | +116.0% | -9.5% | +125.5% | +110.8% |
| All | +116.0% | -9.1% | +125.1% | +110.8% |
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