+1,533.3%
LITE vs IEFA
+147.9%
+1,385.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.7% | +6.5% |
| 7D | -12.9% | +1.1% | -14.0% | -13.7% |
| 30D | -46.0% | +1.2% | -47.2% | -46.4% |
| 3M | -33.0% | -3.4% | -29.7% | -29.3% |
| 6M | -34.0% | +2.0% | -36.1% | -34.7% |
| YTD | +61.7% | +11.0% | +50.8% | +43.5% |
| 1Y | +148.3% | +15.2% | +133.1% | +111.1% |
| 3Y | +1,408.5% | +68.4% | +1,340.1% | +719.1% |
| 5Y | +546.2% | +48.4% | +497.8% | +314.3% |
| 10Y | +1,533.3% | +146.4% | +1,386.9% | +454.9% |
| All | +1,533.3% | +147.9% | +1,385.4% | +454.9% |
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