+28.9%
PTC vs LCID
-90.3%
+119.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | -0.1% |
| 7D | +0.5% | +8.9% | -8.4% | -0.1% |
| 30D | +0.9% | +6.8% | -5.9% | +0.3% |
| 3M | +30.4% | -45.2% | +75.6% | +34.3% |
| 6M | +34.4% | -39.1% | +73.6% | +36.7% |
| YTD | +12.6% | -65.3% | +77.9% | +18.2% |
| 1Y | +10.2% | -78.4% | +88.6% | +19.1% |
| All | +28.9% | -90.3% | +119.2% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling