+1,402.3%
LITE vs IEF
+5.6%
+1,396.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.6% |
| 7D | -35.9% | +0.1% | -36.0% | -35.9% |
| 30D | -51.5% | +3.1% | -54.6% | -50.6% |
| 3M | -35.7% | -0.5% | -35.3% | -35.7% |
| 6M | -43.0% | -1.6% | -41.3% | -43.4% |
| YTD | +46.1% | -1.6% | +47.7% | +45.1% |
| 1Y | +124.7% | -1.5% | +126.2% | +123.3% |
| 3Y | +1,172.1% | +12.4% | +1,159.6% | +1,262.1% |
| 5Y | +477.0% | -7.5% | +484.5% | +373.1% |
| All | +1,402.3% | +5.6% | +1,396.8% | +1,685.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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