+63.8%
PTC vs LCID
-95.4%
+159.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.8% | -6.2% |
| 7D | -10.3% | -6.6% | -3.7% | -9.8% |
| 30D | +1.1% | -30.1% | +31.3% | +4.3% |
| 3M | +1.6% | -17.6% | +19.2% | +1.8% |
| 6M | -13.5% | -54.4% | +41.0% | -8.8% |
| YTD | -19.1% | -55.7% | +36.7% | -14.9% |
| 1Y | -33.9% | -71.0% | +37.2% | -28.0% |
| 3Y | -3.9% | -92.6% | +88.7% | +14.0% |
| 5Y | +6.0% | -97.6% | +103.6% | +35.6% |
| All | +63.8% | -95.4% | +159.2% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling