+94.7%
COF vs LCID
-92.2%
+186.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.2% | +10.0% | +1.5% |
| 7D | -3.4% | -10.2% | +6.8% | -2.7% |
| 30D | +0.4% | -10.2% | +10.6% | +0.7% |
| 3M | -12.5% | -54.1% | +41.6% | -7.4% |
| 6M | +8.3% | -53.8% | +62.1% | +13.1% |
| YTD | -18.6% | -72.0% | +53.5% | -11.6% |
| 1Y | -8.6% | -80.5% | +71.9% | +1.8% |
| 3Y | +94.7% | -92.6% | +187.2% | +134.6% |
| All | +94.7% | -92.2% | +186.8% | +134.6% |
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 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