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LifeX 2050 Inflation-Protected Longevity Income ETF LIAE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LIAE | Replication |
|---|---|---|
| Annualized growth | -0.4% | 1.6% |
| Annualized volatility | 6.3% | 5.8% |
| Sharpe ratio | -0.03 | 0.30 |
| Maximum drawdown | 7.4% | 5.9% |
| Replication fit (R²) | 0.94 · Tracking error 1.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model LIAE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SCHP | FI · TIPS | 70.6% |
| SPTL | FI · Long Gov | 27.2% |
| VCLT | FI · Long Corp | 2.1% |