+901.5%
LITE vs IEF
-8.0%
+909.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | +6.7% | -0.8% | +7.4% | +6.7% |
| 3M | -6.8% | -1.0% | -5.8% | -6.7% |
| 6M | +29.4% | -2.8% | +32.2% | +29.6% |
| YTD | +139.1% | -1.5% | +140.6% | +139.3% |
| 1Y | +521.0% | -0.4% | +521.4% | +521.2% |
| 3Y | +1,535.3% | +9.7% | +1,525.6% | +1,493.0% |
| All | +901.5% | -8.0% | +909.5% | +868.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling