+753.6%
IAU vs LH
+842.7%
-89.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -4.6% | +1.1% | -5.6% | -4.6% |
| 30D | -5.4% | +16.7% | -22.2% | -5.9% |
| 3M | -10.9% | +15.1% | -26.0% | -11.3% |
| 6M | -17.4% | +46.3% | -63.7% | -18.3% |
| YTD | -10.2% | +48.8% | -59.0% | -11.2% |
| 1Y | -7.1% | +39.7% | -46.8% | -8.0% |
| 3Y | +97.7% | +87.0% | +10.7% | +94.3% |
| 5Y | +105.3% | +53.0% | +52.3% | +102.1% |
| 10Y | +208.0% | +264.3% | -56.3% | +201.3% |
| All | +753.6% | +842.7% | -89.1% | +780.4% |
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