+702.9%
LITE vs SGOV
+21.1%
+681.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.3% |
| 7D | +10.8% | +0.1% | +10.7% | +11.4% |
| 30D | -33.4% | +0.3% | -33.8% | -31.7% |
| 3M | -32.2% | +1.0% | -33.2% | -27.1% |
| 6M | -42.1% | +1.9% | -44.0% | -34.0% |
| YTD | +61.9% | +3.2% | +58.6% | +92.9% |
| 1Y | +163.0% | +3.8% | +159.2% | +215.4% |
| 3Y | +1,358.0% | +14.1% | +1,343.9% | +2,202.8% |
| 5Y | +549.9% | +21.0% | +528.9% | +2,498.6% |
| All | +702.9% | +21.1% | +681.8% | +3,116.3% |
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