+1,172.1%
LITE vs IAU
+103.2%
+1,068.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.0% |
| 7D | -35.9% | +4.7% | -40.7% | -37.3% |
| 30D | -51.5% | -0.9% | -50.6% | -51.3% |
| 3M | -35.7% | -4.4% | -31.4% | -34.5% |
| 6M | -43.0% | -13.5% | -29.5% | -40.2% |
| YTD | +46.1% | -5.9% | +52.0% | +47.9% |
| 1Y | +124.7% | +1.9% | +122.8% | +123.3% |
| 3Y | +1,172.1% | +104.1% | +1,068.0% | +787.8% |
| All | +1,172.1% | +103.2% | +1,068.8% | +787.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling