-7.4%
LVS vs IAU
+122.5%
-129.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.5% |
| 7D | -4.3% | -3.4% | -0.9% | -4.0% |
| 30D | -6.8% | -1.1% | -5.7% | -6.8% |
| 3M | -15.6% | +5.8% | -21.5% | -16.0% |
| 6M | -20.6% | -16.9% | -3.7% | -19.6% |
| YTD | -33.4% | +0.1% | -33.5% | -33.5% |
| 1Y | -20.1% | +18.4% | -38.5% | -21.2% |
| All | -7.4% | +122.5% | -129.9% | -16.2% |
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 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