-39.6%
LITE vs SGOV
+0.4%
-40.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -2.5% |
| 7D | +10.8% | +0.1% | +10.7% | +11.9% |
| 30D | -33.4% | +0.3% | -33.8% | -37.7% |
| All | -39.6% | +0.4% | -40.0% | -43.8% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling