+1,587.5%
LITE vs IAU
+208.6%
+1,378.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.1% |
| 7D | -13.9% | +2.8% | -16.7% | -14.6% |
| 30D | -46.9% | -4.0% | -43.0% | -46.4% |
| 3M | -28.0% | -8.2% | -19.8% | -26.5% |
| 6M | -35.2% | -14.8% | -20.4% | -33.0% |
| YTD | +58.9% | -6.7% | +65.6% | +61.4% |
| 1Y | +125.3% | -2.2% | +127.5% | +127.5% |
| 3Y | +1,344.4% | +106.7% | +1,237.7% | +1,215.1% |
| 5Y | +541.2% | +114.8% | +426.4% | +477.9% |
| 10Y | +1,587.5% | +213.0% | +1,374.5% | +1,530.7% |
| All | +1,587.5% | +208.6% | +1,378.9% | +1,530.7% |
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