+19.2%
IAU vs LH
+14.9%
+4.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | -2.0% | -4.7% | +2.7% | -1.0% |
| 30D | -1.5% | -3.5% | +2.0% | -0.7% |
| 3M | +3.3% | +17.7% | -14.4% | +0.3% |
| 6M | -16.2% | +15.8% | -32.0% | -18.4% |
| YTD | +0.7% | +25.1% | -24.4% | -4.1% |
| 1Y | +19.2% | +12.5% | +6.7% | +21.4% |
| All | +19.2% | +14.9% | +4.3% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling