+1,358.0%
LITE vs IEFA
+66.9%
+1,291.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.7% |
| 7D | +10.8% | +2.2% | +8.6% | +7.0% |
| 30D | -33.4% | +1.1% | -34.5% | -34.0% |
| 3M | -32.2% | -4.3% | -28.0% | -26.2% |
| 6M | -42.1% | +1.4% | -43.5% | -42.2% |
| YTD | +61.9% | +10.1% | +51.8% | +39.3% |
| 1Y | +163.0% | +12.9% | +150.1% | +117.1% |
| 3Y | +1,358.0% | +65.8% | +1,292.2% | +482.5% |
| All | +1,358.0% | +66.9% | +1,291.1% | +482.5% |
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