+2,502.5%
LITE vs IEF
+4.2%
+2,498.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.1% | +11.0% |
| 7D | +12.6% | +0.1% | +12.5% | +12.7% |
| 30D | +9.9% | -0.7% | +10.7% | +9.5% |
| 3M | +9.3% | -0.4% | +9.7% | +9.0% |
| 6M | +75.2% | -2.5% | +77.7% | +72.5% |
| YTD | +165.5% | -1.6% | +167.1% | +162.9% |
| 1Y | +555.0% | -1.3% | +556.3% | +550.0% |
| 3Y | +1,870.5% | +10.1% | +1,860.4% | +1,972.5% |
| 5Y | +1,009.8% | -8.3% | +1,018.1% | +794.1% |
| 10Y | +2,502.5% | +4.5% | +2,498.0% | +2,821.7% |
| All | +2,502.5% | +4.2% | +2,498.3% | +2,821.7% |
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