+699.0%
COHR vs LCID
-95.9%
+794.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.0% |
| 7D | +8.3% | -9.8% | +18.2% | +9.9% |
| 30D | -14.1% | -35.5% | +21.3% | -8.7% |
| 3M | -16.0% | -18.4% | +2.4% | -15.9% |
| 6M | +21.5% | -60.5% | +81.9% | +35.0% |
| YTD | +65.4% | -60.1% | +125.5% | +82.3% |
| 1Y | +195.0% | -78.8% | +273.8% | +255.9% |
| 3Y | +830.2% | -92.8% | +922.9% | +1,114.8% |
| 5Y | +397.1% | -97.9% | +495.0% | +610.5% |
| All | +699.0% | -95.9% | +794.9% | +917.2% |
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