+876.7%
IAU vs LNT
+955.6%
-78.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +4.4% | -3.2% | +7.6% | +4.7% |
| 3M | -1.1% | -4.1% | +3.0% | -0.8% |
| 6M | -13.7% | -4.6% | -9.2% | -13.5% |
| YTD | +2.7% | +7.0% | -4.3% | +2.0% |
| 1Y | +24.6% | +8.3% | +16.3% | +23.6% |
| 3Y | +126.8% | +51.0% | +75.9% | +118.2% |
| 5Y | +139.5% | +30.2% | +109.3% | +132.4% |
| 10Y | +226.3% | +143.6% | +82.7% | +200.0% |
| All | +876.7% | +955.6% | -78.9% | +724.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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