+3,068.2%
LITE vs EFA
+117.1%
+2,951.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.6% |
| 7D | -35.9% | -1.4% | -34.5% | -34.7% |
| 30D | -51.5% | -1.2% | -50.4% | -50.5% |
| 3M | -35.7% | -5.1% | -30.6% | -31.1% |
| 6M | -43.0% | -1.2% | -41.7% | -41.2% |
| YTD | +46.1% | +7.8% | +38.3% | +36.1% |
| 1Y | +124.7% | +12.2% | +112.5% | +100.8% |
| 3Y | +1,172.1% | +61.5% | +1,110.5% | +677.1% |
| 5Y | +477.0% | +45.8% | +431.3% | +296.7% |
| 10Y | +1,465.7% | +141.8% | +1,323.8% | +612.2% |
| All | +3,068.2% | +117.1% | +2,951.1% | +1,206.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling