+232.7%
LITE vs IEFA
+17.0%
+215.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.5% | -10.3% | -12.0% |
| 7D | -31.4% | +1.9% | -33.3% | -33.8% |
| 30D | -42.6% | +1.4% | -44.0% | -43.9% |
| 3M | -26.2% | -1.4% | -24.8% | -24.3% |
| 6M | -35.8% | +6.3% | -42.1% | -41.2% |
| YTD | +70.0% | +11.9% | +58.2% | +31.4% |
| 1Y | +232.7% | +17.0% | +215.8% | +120.1% |
| All | +232.7% | +17.0% | +215.7% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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