+346.0%
COPX vs LCID
-95.9%
+441.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.2% |
| 7D | -2.3% | -9.8% | +7.5% | -1.5% |
| 30D | +0.3% | -35.5% | +35.7% | +4.1% |
| 3M | +6.8% | -18.4% | +25.2% | +6.8% |
| 6M | +7.9% | -60.5% | +68.4% | +15.2% |
| YTD | +23.7% | -60.1% | +83.8% | +31.5% |
| 1Y | +71.5% | -78.8% | +150.3% | +92.2% |
| 3Y | +149.1% | -92.8% | +241.9% | +191.9% |
| 5Y | +167.3% | -97.9% | +265.2% | +230.7% |
| All | +346.0% | -95.9% | +441.9% | +530.9% |
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 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