+521.0%
LITE vs PTC
-33.3%
+554.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.0% | +10.0% | +1.5% |
| 7D | -1.5% | -10.3% | +8.7% | -5.8% |
| 30D | +6.7% | +1.1% | +5.5% | +7.6% |
| 3M | -6.8% | +1.6% | -8.4% | -0.7% |
| 6M | +29.4% | -13.5% | +42.9% | +37.2% |
| YTD | +139.1% | -19.1% | +158.1% | +159.2% |
| 1Y | +521.0% | -33.9% | +554.9% | +619.3% |
| All | +521.0% | -33.3% | +554.2% | +619.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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