+876.7%
IAU vs LEN
+98.9%
+777.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -0.5% | -3.2% | +2.7% | -0.5% |
| 30D | +4.4% | -4.9% | +9.3% | +4.5% |
| 3M | -1.1% | -8.5% | +7.4% | -1.0% |
| 6M | -13.7% | -20.7% | +6.9% | -13.6% |
| YTD | +2.7% | -17.4% | +20.1% | +2.8% |
| 1Y | +24.6% | -38.2% | +62.9% | +24.9% |
| 3Y | +126.8% | -24.9% | +151.7% | +127.2% |
| 5Y | +139.5% | -11.4% | +150.9% | +139.5% |
| 10Y | +226.3% | +110.0% | +116.2% | +227.2% |
| All | +876.7% | +98.9% | +777.7% | +920.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 all: compounded portfolio wealth divided by compounded LEN 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…
all analysis · Full analysis span regression · 6 months rolling