+555.0%
LITE vs EFA
+20.5%
+534.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.6% | +12.1% |
| 7D | +12.6% | +1.2% | +11.4% | +9.9% |
| 30D | +9.9% | -0.7% | +10.7% | +11.6% |
| 3M | +9.3% | +6.4% | +2.9% | -1.0% |
| 6M | +75.2% | +11.4% | +63.8% | +48.3% |
| YTD | +165.5% | +14.0% | +151.5% | +99.7% |
| 1Y | +555.0% | +20.2% | +534.8% | +327.1% |
| All | +555.0% | +20.5% | +534.4% | +327.1% |
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