+29.4%
LITE vs IEF
-2.9%
+32.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.1% |
| 7D | -1.5% | -0.3% | -1.2% | -1.0% |
| 30D | +6.7% | -0.8% | +7.4% | +8.3% |
| 3M | -6.8% | -1.0% | -5.8% | -4.9% |
| 6M | +29.4% | -2.8% | +32.2% | +44.4% |
| All | +29.4% | -2.9% | +32.4% | +44.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling