-38.3%
LITE vs IAU
-2.4%
-35.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.8% | -19.5% | -19.1% |
| 7D | -44.6% | +1.9% | -46.5% | -44.6% |
| 30D | -55.0% | -1.7% | -53.3% | -53.1% |
| 3M | -38.3% | -3.6% | -34.7% | -36.1% |
| All | -38.3% | -2.4% | -35.9% | -36.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling