+667.1%
COHR vs LCID
-95.9%
+763.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -3.1% |
| 7D | +10.9% | -9.1% | +20.0% | +12.3% |
| 30D | -10.8% | -37.6% | +26.8% | -4.7% |
| 3M | -17.4% | -11.1% | -6.3% | -18.4% |
| 6M | +12.5% | -59.2% | +71.7% | +24.3% |
| YTD | +58.8% | -60.5% | +119.3% | +75.3% |
| 1Y | +183.3% | -78.5% | +261.8% | +241.1% |
| 3Y | +783.0% | -92.8% | +875.9% | +1,054.8% |
| 5Y | +377.2% | -97.9% | +475.1% | +583.0% |
| All | +667.1% | -95.9% | +763.0% | +877.9% |
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 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