+145.4%
IAU vs LTH
+156.3%
-10.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.7% |
| 7D | +0.7% | +1.5% | -0.8% | +0.7% |
| 30D | +0.3% | -3.1% | +3.4% | +0.4% |
| 3M | +0.7% | +28.1% | -27.4% | +0.1% |
| 6M | -15.5% | +67.4% | -82.9% | -16.5% |
| YTD | +1.0% | +59.8% | -58.8% | -0.2% |
| 1Y | +19.6% | +45.6% | -26.0% | +18.4% |
| 3Y | +125.4% | +162.0% | -36.6% | +119.5% |
| All | +145.4% | +156.3% | -10.9% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling