+128.3%
PTC vs LCID
-96.3%
+224.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | -0.1% |
| 7D | +1.3% | +24.8% | -23.6% | -0.9% |
| 30D | +1.1% | -0.5% | +1.6% | +0.7% |
| 3M | +30.1% | -43.0% | +73.1% | +36.0% |
| 6M | +34.0% | -40.5% | +74.6% | +37.4% |
| YTD | +12.8% | -64.3% | +77.2% | +20.4% |
| 1Y | +10.7% | -78.1% | +88.8% | +23.6% |
| 3Y | +29.6% | -90.1% | +119.7% | +47.9% |
| 5Y | +63.5% | -99.1% | +162.6% | +125.2% |
| All | +128.3% | -96.3% | +224.6% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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