+2,502.5%
LITE vs EFA
+141.9%
+2,360.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.6% | +11.8% |
| 7D | +12.6% | +1.2% | +11.4% | +10.7% |
| 30D | +9.9% | -0.7% | +10.7% | +11.1% |
| 3M | +9.3% | +6.4% | +2.9% | +1.4% |
| 6M | +75.2% | +11.4% | +63.8% | +53.9% |
| YTD | +165.5% | +14.0% | +151.5% | +125.8% |
| 1Y | +555.0% | +20.2% | +534.8% | +425.1% |
| 3Y | +1,870.5% | +68.2% | +1,802.3% | +962.1% |
| 5Y | +1,009.8% | +54.8% | +955.0% | +567.5% |
| 10Y | +2,502.5% | +142.4% | +2,360.1% | +753.5% |
| All | +2,502.5% | +141.9% | +2,360.6% | +753.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling