+490.8%
LITE vs IAU
+120.1%
+370.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.9% |
| 7D | -35.9% | +4.7% | -40.7% | -37.1% |
| 30D | -51.5% | -0.9% | -50.6% | -51.3% |
| 3M | -35.7% | -4.4% | -31.4% | -34.8% |
| 6M | -43.0% | -13.5% | -29.5% | -40.7% |
| YTD | +46.1% | -5.9% | +52.0% | +48.2% |
| 1Y | +124.7% | +1.9% | +122.8% | +124.9% |
| 3Y | +1,172.1% | +104.1% | +1,068.0% | +1,004.4% |
| All | +490.8% | +120.1% | +370.7% | +397.3% |
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