+209.5%
IAU vs LSCC
+1,244.7%
-1,035.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.9% | -1.1% |
| 7D | +4.7% | +13.0% | -8.2% | +4.2% |
| 30D | -0.9% | -19.8% | +18.9% | -0.2% |
| 3M | -4.4% | -18.4% | +14.0% | -3.9% |
| 6M | -13.5% | -16.1% | +2.6% | -13.2% |
| YTD | -5.9% | +42.7% | -48.6% | -7.0% |
| 1Y | +1.9% | +68.0% | -66.1% | +0.4% |
| 3Y | +104.1% | +85.8% | +18.2% | +99.4% |
| 5Y | +121.0% | +28.0% | +93.0% | +115.8% |
| All | +209.5% | +1,244.7% | -1,035.2% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling