+117.9%
IAU vs LTH
+174.8%
-56.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.4% | -2.7% |
| 7D | -5.5% | -4.6% | -0.8% | -5.4% |
| 30D | -7.0% | +14.8% | -21.8% | -7.3% |
| 3M | -12.3% | +3.9% | -16.2% | -12.4% |
| 6M | -17.9% | +35.5% | -53.4% | -18.6% |
| YTD | -10.3% | +71.3% | -81.7% | -11.5% |
| 1Y | -7.9% | +75.7% | -83.6% | -9.2% |
| 3Y | +98.7% | +231.9% | -133.3% | +92.7% |
| 5Y | +105.0% | +130.5% | -25.4% | +95.9% |
| All | +117.9% | +174.8% | -56.9% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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