+346.5%
COPX vs LCID
-95.9%
+442.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.1% | -4.9% | -6.8% |
| 7D | -2.9% | -9.1% | +6.2% | -2.1% |
| 30D | 0.0% | -37.6% | +37.6% | +4.2% |
| 3M | +14.8% | -11.1% | +25.9% | +13.8% |
| 6M | +7.0% | -59.2% | +66.2% | +13.9% |
| YTD | +23.8% | -60.5% | +84.3% | +31.7% |
| 1Y | +75.7% | -78.5% | +154.2% | +96.6% |
| 3Y | +156.4% | -92.8% | +249.2% | +200.7% |
| 5Y | +167.6% | -97.9% | +265.5% | +231.3% |
| All | +346.5% | -95.9% | +442.4% | +532.0% |
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