See what your fund actually adds
LifeX 2060 Longevity Income ETF LFAW
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LFAW | Replication |
|---|---|---|
| Annualized growth | -3.0% | -1.1% |
| Annualized volatility | 9.2% | 9.3% |
| Sharpe ratio | -0.28 | -0.07 |
| Maximum drawdown | 11.8% | 10.2% |
| Replication fit (R²) | 0.98 · Tracking error 1.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model LFAW’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPTL | FI · Long Gov | 72.9% |
| VGIT | FI · Intermediate Gov | 23.3% |
| AGG | FI · Aggregate | 3.7% |