+3,586.8%
LITE vs PTC
+398.7%
+3,188.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.6% | -8.4% | -8.1% |
| 7D | -31.4% | +0.1% | -31.5% | -31.4% |
| 30D | -42.6% | +1.5% | -44.1% | -42.9% |
| 3M | -26.2% | +37.8% | -64.0% | -37.8% |
| 6M | -35.8% | +41.2% | -77.0% | -48.2% |
| YTD | +70.0% | +12.0% | +58.0% | +51.9% |
| 1Y | +232.7% | +1.6% | +231.1% | +211.8% |
| 3Y | +1,365.7% | +32.3% | +1,333.4% | +1,085.5% |
| 5Y | +609.5% | +61.4% | +548.1% | +409.6% |
| 10Y | +1,721.9% | +343.4% | +1,378.6% | +695.0% |
| All | +3,586.8% | +398.7% | +3,188.1% | +1,695.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling