+1,402.3%
LITE vs PTC
+334.9%
+1,067.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.4% | +5.6% |
| 7D | -35.9% | -0.2% | -35.7% | -35.8% |
| 30D | -51.5% | +0.8% | -52.3% | -51.6% |
| 3M | -35.7% | +32.1% | -67.8% | -45.2% |
| 6M | -43.0% | +42.6% | -85.6% | -54.7% |
| YTD | +46.1% | +12.0% | +34.1% | +29.9% |
| 1Y | +124.7% | +12.2% | +112.6% | +99.8% |
| 3Y | +1,172.1% | +31.2% | +1,140.8% | +917.9% |
| 5Y | +477.0% | +54.9% | +422.1% | +312.4% |
| All | +1,402.3% | +334.9% | +1,067.4% | +371.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling