A lot of Christmas lights even though they may be rated as Indoor/outdoor may not be weather proof enough for full on outdoor exposure to direct rain or high humidity.
Many of these Christmas lights will have a micro fuse holder built into the plug, this type of plug MUST be protected from direct rain, otherwise the rain will make its way into the fuse holder and cause enough leakage to trip a GFIC.
Additionally the bulb sockets for LEDs may not be weatherproof, try to point the bulb down so the sockets do not gather water..
With LED strings there is also an resistor built into the plug or a separate bump on the string which may also be an additional point of leakage if it is not fully weatherproofed.
Newer GFICs are considerably more sensitive than older ones, I believe the NEC changes the trip specs to make them more sensitive a few yrs ago. Not a bad thing but can cause occasional false trips.
