+1,938.3%
LITE vs SGOV
+14.3%
+1,923.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.3% |
| 7D | +13.6% | +0.1% | +13.5% | +15.7% |
| 30D | +21.6% | +0.3% | +21.3% | +31.4% |
| 3M | +20.3% | +0.9% | +19.4% | +50.3% |
| 6M | +54.4% | +1.8% | +52.5% | +129.5% |
| YTD | +168.3% | +2.5% | +165.8% | +333.1% |
| 1Y | +551.8% | +3.8% | +548.0% | +1,019.6% |
| All | +1,938.3% | +14.3% | +1,923.9% | +2,393.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling