+490.8%
LITE vs EFA
+45.7%
+445.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.8% |
| 7D | -35.9% | -1.4% | -34.5% | -34.5% |
| 30D | -51.5% | -1.2% | -50.4% | -50.4% |
| 3M | -35.7% | -5.1% | -30.6% | -30.3% |
| 6M | -43.0% | -1.2% | -41.7% | -40.9% |
| YTD | +46.1% | +7.8% | +38.3% | +34.4% |
| 1Y | +124.7% | +12.2% | +112.5% | +97.0% |
| 3Y | +1,172.1% | +61.5% | +1,110.5% | +639.9% |
| All | +490.8% | +45.7% | +445.1% | +307.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling