+1,085.9%
LITE vs SGOV
+20.2%
+1,065.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.3% |
| 7D | -1.5% | +0.1% | -1.6% | -0.8% |
| 30D | +6.7% | +0.3% | +6.3% | +9.5% |
| 3M | -6.8% | +1.0% | -7.7% | -0.3% |
| 6M | +29.4% | +1.9% | +27.6% | +44.3% |
| YTD | +139.1% | +2.5% | +136.6% | +170.3% |
| 1Y | +521.0% | +3.8% | +517.2% | +613.6% |
| 3Y | +1,535.3% | +14.4% | +1,520.8% | +2,632.8% |
| 5Y | +889.8% | +20.1% | +869.7% | +3,663.5% |
| All | +1,085.9% | +20.2% | +1,065.7% | +4,416.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling