+876.7%
IAU vs LH
+731.8%
+144.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.8% |
| 7D | -0.5% | -2.5% | +1.9% | -0.4% |
| 30D | +4.4% | +4.3% | +0.1% | +4.3% |
| 3M | -1.1% | +25.5% | -26.6% | -1.7% |
| 6M | -13.7% | +17.0% | -30.7% | -14.1% |
| YTD | +2.7% | +31.3% | -28.5% | +2.0% |
| 1Y | +24.6% | +20.0% | +4.7% | +24.0% |
| 3Y | +126.8% | +63.9% | +63.0% | +123.8% |
| 5Y | +139.5% | +30.9% | +108.6% | +136.8% |
| 10Y | +226.3% | +191.4% | +34.9% | +220.1% |
| All | +876.7% | +731.8% | +144.9% | +911.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling