+1,103.8%
LITE vs PTC
+31.8%
+1,072.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.3% | -18.4% | -18.6% |
| 7D | -44.6% | -0.1% | -44.5% | -44.6% |
| 30D | -55.0% | +0.8% | -55.9% | -55.1% |
| 3M | -38.3% | +39.6% | -77.9% | -41.6% |
| 6M | -48.8% | +41.5% | -90.2% | -51.8% |
| YTD | +38.3% | +11.7% | +26.6% | +46.1% |
| 1Y | +119.0% | +2.4% | +116.6% | +144.4% |
| All | +1,103.8% | +31.8% | +1,072.0% | +713.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling