+164.3%
SLV vs LVS
+8.6%
+155.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | -2.8% | -3.5% | +0.6% | -2.5% |
| 30D | -1.6% | -6.2% | +4.6% | -1.0% |
| 3M | -4.4% | -14.8% | +10.4% | -3.0% |
| 6M | -25.4% | -20.9% | -4.5% | -23.8% |
| YTD | -9.8% | -33.0% | +23.3% | -6.5% |
| 1Y | +53.8% | -20.0% | +73.8% | +56.6% |
| 3Y | +174.7% | -6.9% | +181.6% | +172.3% |
| All | +164.3% | +8.6% | +155.7% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling