+5,083.9%
LITE vs IEFA
+136.2%
+4,947.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.8% |
| 7D | -1.5% | +0.6% | -2.1% | -2.3% |
| 30D | +6.7% | +1.0% | +5.6% | +5.5% |
| 3M | -6.8% | +4.7% | -11.5% | -11.0% |
| 6M | +29.4% | +8.6% | +20.9% | +19.0% |
| YTD | +139.1% | +14.8% | +124.2% | +104.8% |
| 1Y | +521.0% | +22.6% | +498.4% | +397.5% |
| 3Y | +1,535.3% | +67.0% | +1,468.3% | +849.3% |
| 5Y | +889.8% | +52.3% | +837.6% | +538.1% |
| 10Y | +2,400.7% | +147.3% | +2,253.4% | +955.9% |
| All | +5,083.9% | +136.2% | +4,947.7% | +1,909.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling