+521.0%
LITE vs EFA
+23.1%
+497.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.8% |
| 7D | -1.5% | +0.6% | -2.1% | -2.6% |
| 30D | +6.7% | +0.9% | +5.8% | +5.3% |
| 3M | -6.8% | +4.9% | -11.6% | -13.1% |
| 6M | +29.4% | +8.6% | +20.9% | +15.4% |
| YTD | +139.1% | +14.6% | +124.5% | +78.9% |
| 1Y | +521.0% | +22.6% | +498.4% | +289.7% |
| All | +521.0% | +23.1% | +497.9% | +289.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 1y: compounded portfolio wealth divided by compounded EFA 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…
1y analysis · Full analysis span regression · 6 months rolling