+54.2%
LVS vs IAU
+752.8%
-698.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.8% | -4.6% | +3.7% | -0.6% |
| 30D | +10.0% | -5.4% | +15.4% | +10.2% |
| 3M | -11.0% | -10.9% | -0.1% | -10.6% |
| 6M | -20.1% | -17.4% | -2.8% | -19.6% |
| YTD | -36.3% | -10.2% | -26.1% | -36.1% |
| 1Y | -36.8% | -7.1% | -29.8% | -36.7% |
| 3Y | -9.5% | +97.7% | -107.3% | -11.5% |
| 5Y | +9.3% | +105.3% | -96.0% | +6.6% |
| 10Y | -11.0% | +208.0% | -219.0% | -14.7% |
| All | +54.2% | +752.8% | -698.6% | +54.1% |
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 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