+1,493.1%
LITE vs PTC
+312.5%
+1,180.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.4% |
| 7D | +10.8% | +0.5% | +10.3% | +10.6% |
| 30D | -33.4% | +1.2% | -34.7% | -33.7% |
| 3M | -32.2% | +27.4% | -59.6% | -40.9% |
| 6M | -42.1% | +39.2% | -81.3% | -53.1% |
| YTD | +61.9% | +12.5% | +49.4% | +43.6% |
| 1Y | +163.0% | +12.3% | +150.7% | +133.6% |
| 3Y | +1,358.0% | +28.8% | +1,329.2% | +1,078.9% |
| 5Y | +549.9% | +60.9% | +489.0% | +355.6% |
| All | +1,493.1% | +312.5% | +1,180.7% | +414.4% |
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