+147.6%
IAU vs LTH
+152.0%
-4.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +0.9% |
| 7D | +0.2% | -4.0% | +4.2% | +0.3% |
| 30D | +0.2% | -1.7% | +1.9% | +0.2% |
| 3M | +3.3% | +28.0% | -24.7% | +2.6% |
| 6M | -14.6% | +54.1% | -68.6% | -15.5% |
| YTD | +1.9% | +57.1% | -55.2% | +0.7% |
| 1Y | +20.9% | +45.8% | -24.9% | +19.7% |
| 3Y | +127.5% | +157.6% | -30.1% | +121.6% |
| All | +147.6% | +152.0% | -4.4% | +133.9% |
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