+1,533.3%
LITE vs EFA
+146.9%
+1,386.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.7% | +6.6% |
| 7D | -12.9% | +1.2% | -14.1% | -13.9% |
| 30D | -46.0% | +1.5% | -47.5% | -46.6% |
| 3M | -33.0% | -3.3% | -29.7% | -29.4% |
| 6M | -34.0% | +2.6% | -36.6% | -35.1% |
| YTD | +61.7% | +11.0% | +50.7% | +43.6% |
| 1Y | +148.3% | +15.1% | +133.2% | +111.5% |
| 3Y | +1,408.5% | +67.6% | +1,340.9% | +724.1% |
| 5Y | +546.2% | +50.5% | +495.7% | +307.4% |
| 10Y | +1,533.3% | +144.8% | +1,388.5% | +467.0% |
| All | +1,533.3% | +146.9% | +1,386.4% | +467.0% |
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