+5,083.9%
LITE vs IEF
+13.2%
+5,070.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | -0.3% | -1.2% | -1.7% |
| 30D | +6.7% | -0.8% | +7.4% | +6.2% |
| 3M | -6.8% | -1.0% | -5.8% | -7.3% |
| 6M | +29.4% | -2.8% | +32.2% | +27.3% |
| YTD | +139.1% | -1.5% | +140.6% | +136.9% |
| 1Y | +521.0% | -0.4% | +521.4% | +519.5% |
| 3Y | +1,535.3% | +9.7% | +1,525.6% | +1,612.4% |
| 5Y | +889.8% | -8.3% | +898.2% | +724.3% |
| 10Y | +2,400.7% | +4.6% | +2,396.1% | +2,500.5% |
| All | +5,083.9% | +13.2% | +5,070.6% | +4,675.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling