+51.6%
COHR vs LCID
-79.4%
+130.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +11.6% | -17.6% | -7.6% |
| 7D | -18.6% | -1.2% | -17.4% | -18.5% |
| 30D | -41.5% | -19.2% | -22.3% | -39.7% |
| 3M | -39.7% | -56.7% | +16.9% | -32.5% |
| 6M | -40.9% | -49.6% | +8.8% | -34.6% |
| YTD | +5.7% | -68.1% | +73.8% | +33.5% |
| 1Y | +51.6% | -79.4% | +131.0% | +153.5% |
| All | +51.6% | -79.4% | +130.9% | +153.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling