+1,870.5%
LITE vs IEFA
+68.7%
+1,801.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.6% | +12.1% |
| 7D | +12.6% | +1.2% | +11.5% | +10.1% |
| 30D | +9.9% | -0.6% | +10.5% | +11.2% |
| 3M | +9.3% | +6.2% | +3.1% | -0.7% |
| 6M | +75.2% | +11.2% | +64.1% | +47.8% |
| YTD | +165.5% | +14.2% | +151.3% | +112.0% |
| 1Y | +555.0% | +20.0% | +535.0% | +384.6% |
| 3Y | +1,870.5% | +68.8% | +1,801.7% | +652.4% |
| All | +1,870.5% | +68.7% | +1,801.8% | +652.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling