+202.8%
COF vs LCID
-95.9%
+298.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.6% |
| 7D | -6.1% | -9.1% | +3.1% | -5.3% |
| 30D | -5.2% | -37.6% | +32.5% | -1.2% |
| 3M | +17.0% | -11.1% | +28.1% | +16.5% |
| 6M | +12.9% | -59.2% | +72.1% | +20.2% |
| YTD | -13.5% | -60.5% | +46.9% | -8.0% |
| 1Y | -5.9% | -78.5% | +72.6% | +5.4% |
| 3Y | +117.1% | -92.8% | +210.0% | +155.5% |
| 5Y | +45.4% | -97.9% | +143.3% | +83.3% |
| All | +202.8% | -95.9% | +298.7% | +321.9% |
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