+232.7%
LITE vs PTC
+0.1%
+232.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.6% | -8.4% | -7.7% |
| 7D | -31.4% | +0.1% | -31.5% | -31.4% |
| 30D | -42.6% | +1.5% | -44.1% | -42.4% |
| 3M | -26.2% | +37.8% | -64.0% | -17.0% |
| 6M | -35.8% | +41.2% | -77.0% | -22.7% |
| YTD | +70.0% | +12.0% | +58.0% | +101.4% |
| 1Y | +232.7% | +1.6% | +231.1% | +291.1% |
| All | +232.7% | +0.1% | +232.7% | +291.1% |
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