+1,563.7%
LITE vs PTC
-3.9%
+1,567.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.0% | +10.0% | +5.4% |
| 7D | -1.5% | -10.3% | +8.7% | +1.0% |
| 30D | +6.7% | +1.1% | +5.5% | +5.4% |
| 3M | -6.8% | +1.6% | -8.4% | -7.7% |
| 6M | +29.4% | -13.5% | +42.9% | +38.4% |
| YTD | +139.1% | -19.1% | +158.1% | +164.0% |
| 1Y | +521.0% | -33.9% | +554.9% | +690.4% |
| All | +1,563.7% | -3.9% | +1,567.6% | +1,183.5% |
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