+1,493.1%
LITE vs IAU
+210.9%
+1,282.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | +10.8% | -4.6% | +15.4% | +12.1% |
| 30D | -33.4% | -5.4% | -28.0% | -32.5% |
| 3M | -32.2% | -10.9% | -21.4% | -30.3% |
| 6M | -42.1% | -17.4% | -24.7% | -39.6% |
| YTD | +61.9% | -10.2% | +72.1% | +66.0% |
| 1Y | +163.0% | -7.1% | +170.0% | +168.3% |
| 3Y | +1,358.0% | +97.7% | +1,260.3% | +1,229.9% |
| 5Y | +549.9% | +105.3% | +444.6% | +486.5% |
| All | +1,493.1% | +210.9% | +1,282.2% | +1,444.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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