+129.4%
LITE vs IEF
-1.4%
+130.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.8% | +10.7% |
| 7D | -12.9% | +0.3% | -13.2% | -12.7% |
| 30D | -46.0% | +2.7% | -48.7% | -46.3% |
| 3M | -33.0% | -0.8% | -32.3% | -31.1% |
| 6M | -34.0% | -1.7% | -32.4% | -31.2% |
| YTD | +61.7% | -1.6% | +63.4% | +71.2% |
| All | +129.4% | -1.4% | +130.8% | +142.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling