+467.5%
LITE vs SGOV
+3.8%
+463.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -4.4% |
| 7D | +10.4% | +0.1% | +10.4% | +18.3% |
| 30D | +14.0% | +0.3% | +13.7% | +54.7% |
| 3M | +9.7% | +0.9% | +8.7% | +169.7% |
| 6M | +39.2% | +1.8% | +37.4% | +692.0% |
| YTD | +153.9% | +2.5% | +151.3% | +2,305.5% |
| 1Y | +467.5% | +3.8% | +463.7% | +9,989.5% |
| All | +467.5% | +3.8% | +463.7% | +9,989.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling