+366.3%
COP vs LCID
-95.5%
+461.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +0.6% |
| 7D | -0.8% | +1.8% | -2.6% | -0.9% |
| 30D | +15.6% | -34.2% | +49.8% | +17.0% |
| 3M | +14.3% | -9.1% | +23.5% | +13.8% |
| 6M | +17.0% | -52.6% | +69.6% | +19.2% |
| YTD | +47.4% | -56.2% | +103.6% | +50.4% |
| 1Y | +52.4% | -74.9% | +127.3% | +58.5% |
| 3Y | +20.8% | -92.1% | +112.9% | +28.6% |
| 5Y | +191.7% | -97.6% | +289.2% | +215.7% |
| All | +366.3% | -95.5% | +461.8% | +432.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling