+546.2%
LITE vs IAU
+123.8%
+422.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +8.9% | +10.1% |
| 7D | -12.9% | +4.9% | -17.8% | -14.3% |
| 30D | -46.0% | -1.4% | -44.6% | -45.7% |
| 3M | -33.0% | -4.8% | -28.3% | -31.9% |
| 6M | -34.0% | -12.5% | -21.6% | -31.7% |
| YTD | +61.7% | -4.2% | +65.9% | +63.2% |
| 1Y | +148.3% | +3.1% | +145.2% | +147.5% |
| 3Y | +1,408.5% | +110.0% | +1,298.5% | +1,203.3% |
| 5Y | +546.2% | +123.1% | +423.1% | +443.1% |
| All | +546.2% | +123.8% | +422.3% | +443.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling