+593.6%
LITE vs IEF
-7.9%
+601.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.7% |
| 7D | +22.6% | -1.9% | +24.5% | +22.4% |
| 30D | -36.8% | +1.1% | -37.9% | -36.8% |
| 3M | -33.0% | -1.9% | -31.1% | -33.0% |
| 6M | -37.1% | -2.4% | -34.7% | -37.0% |
| YTD | +69.5% | -3.0% | +72.5% | +69.6% |
| 1Y | +146.1% | -3.1% | +149.2% | +146.3% |
| 3Y | +1,440.8% | +10.7% | +1,430.1% | +1,398.7% |
| All | +593.6% | -7.9% | +601.5% | +532.8% |
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