+122.0%
IAU vs LCID
-95.8%
+217.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.8% | +8.7% | +1.0% |
| 7D | +0.2% | -9.3% | +9.5% | +0.3% |
| 30D | +0.2% | -35.4% | +35.6% | +0.6% |
| 3M | +3.3% | -17.1% | +20.4% | +3.2% |
| 6M | -14.6% | -58.9% | +44.4% | -14.1% |
| YTD | +1.9% | -59.6% | +61.5% | +2.4% |
| 1Y | +20.9% | -78.0% | +98.9% | +21.7% |
| 3Y | +127.5% | -92.7% | +220.2% | +129.2% |
| 5Y | +141.9% | -97.8% | +239.8% | +144.7% |
| All | +122.0% | -95.8% | +217.9% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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