+2,614.7%
LITE vs IEFA
+143.5%
+2,471.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +2.5% |
| 7D | +13.6% | -0.5% | +14.1% | +14.1% |
| 30D | +21.6% | -1.1% | +22.7% | +23.4% |
| 3M | +20.3% | +5.1% | +15.3% | +13.4% |
| 6M | +54.4% | +9.3% | +45.1% | +38.6% |
| YTD | +168.3% | +13.0% | +155.4% | +130.6% |
| 1Y | +551.8% | +19.2% | +532.6% | +428.0% |
| 3Y | +1,891.5% | +67.0% | +1,824.5% | +982.2% |
| 5Y | +1,014.7% | +51.1% | +963.6% | +590.7% |
| 10Y | +2,614.7% | +146.5% | +2,468.2% | +760.3% |
| All | +2,614.7% | +143.5% | +2,471.3% | +760.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling