+1,014.7%
LITE vs SGOV
+20.1%
+994.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.2% |
| 7D | +13.6% | +0.1% | +13.5% | +14.6% |
| 30D | +21.6% | +0.3% | +21.3% | +26.0% |
| 3M | +20.3% | +0.9% | +19.4% | +32.9% |
| 6M | +54.4% | +1.8% | +52.5% | +82.8% |
| YTD | +168.3% | +2.5% | +165.8% | +227.6% |
| 1Y | +551.8% | +3.8% | +548.0% | +717.1% |
| 3Y | +1,891.5% | +14.4% | +1,877.1% | +3,120.1% |
| 5Y | +1,014.7% | +20.2% | +994.6% | +4,354.5% |
| All | +1,014.7% | +20.1% | +994.6% | +4,354.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling