+1,147.5%
LITE vs SGOV
+20.3%
+1,127.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.8% |
| 7D | +5.2% | 0.0% | +5.1% | +5.6% |
| 30D | -0.6% | +0.3% | -0.9% | +2.0% |
| 3M | +4.2% | +0.9% | +3.3% | +11.5% |
| 6M | +38.0% | +1.8% | +36.1% | +53.8% |
| YTD | +151.5% | +2.5% | +149.0% | +185.5% |
| 1Y | +462.2% | +3.8% | +458.5% | +548.3% |
| 3Y | +1,810.6% | +14.4% | +1,796.2% | +3,073.6% |
| 5Y | +980.2% | +20.2% | +960.0% | +4,022.4% |
| All | +1,147.5% | +20.3% | +1,127.3% | +4,673.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 10y: compounded portfolio wealth divided by compounded SGOV 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…
10y analysis · Full analysis span regression · 6 months rolling