+68.0%
LVS vs IAU
+875.8%
-807.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | -3.2% | +4.4% | -7.7% | -3.4% |
| 3M | -12.0% | -1.1% | -10.9% | -12.0% |
| 6M | -19.9% | -13.7% | -6.2% | -19.6% |
| YTD | -30.6% | +2.7% | -33.4% | -30.7% |
| 1Y | -17.7% | +24.6% | -42.4% | -18.4% |
| 3Y | -14.2% | +126.8% | -141.1% | -16.5% |
| 5Y | +9.6% | +139.5% | -129.9% | +6.3% |
| 10Y | +5.7% | +226.3% | -220.6% | +1.1% |
| All | +68.0% | +875.8% | -807.8% | +67.0% |
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