+2,898.2%
LITE vs IAU
+263.9%
+2,634.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.8% | -19.5% | -18.8% |
| 7D | -44.6% | +1.9% | -46.5% | -44.8% |
| 30D | -55.0% | -1.7% | -53.3% | -54.9% |
| 3M | -38.3% | -3.6% | -34.7% | -37.9% |
| 6M | -48.8% | -10.1% | -38.6% | -48.0% |
| YTD | +38.3% | -5.1% | +43.4% | +39.8% |
| 1Y | +119.0% | +2.6% | +116.4% | +120.7% |
| 3Y | +1,092.0% | +104.1% | +987.9% | +1,082.2% |
| 5Y | +446.1% | +122.8% | +323.3% | +442.2% |
| 10Y | +1,381.7% | +206.5% | +1,175.2% | +1,539.8% |
| All | +2,898.2% | +263.9% | +2,634.3% | +4,258.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling