+127.5%
PTC vs LCID
-96.5%
+224.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.4% | -9.0% | -0.4% |
| 7D | +0.8% | +20.0% | -19.2% | -1.0% |
| 30D | +0.7% | -5.0% | +5.7% | +0.8% |
| 3M | +32.6% | -48.9% | +81.5% | +39.9% |
| 6M | +33.6% | -43.2% | +76.8% | +37.5% |
| YTD | +12.4% | -65.9% | +78.4% | +20.5% |
| 1Y | +11.2% | -79.2% | +90.4% | +24.7% |
| 3Y | +31.7% | -90.4% | +122.1% | +50.6% |
| 5Y | +60.1% | -99.2% | +159.3% | +122.9% |
| All | +127.5% | -96.5% | +224.0% | +192.3% |
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