+138.7%
IAU vs LH
+23.7%
+115.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -1.4% |
| 7D | -3.4% | -7.4% | +4.0% | -2.8% |
| 30D | -1.1% | -4.6% | +3.5% | -0.7% |
| 3M | +5.8% | +14.5% | -8.7% | +4.9% |
| 6M | -16.9% | +14.8% | -31.7% | -17.8% |
| YTD | +0.1% | +23.3% | -23.1% | -1.3% |
| 1Y | +18.4% | +13.6% | +4.8% | +17.3% |
| 3Y | +123.6% | +56.3% | +67.2% | +116.7% |
| 5Y | +138.7% | +25.2% | +113.5% | +127.9% |
| All | +138.7% | +23.7% | +115.1% | +127.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling