+173.1%
COPX vs LCID
-92.3%
+265.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.2% | +4.2% |
| 7D | +5.8% | +1.8% | +4.0% | +5.5% |
| 30D | +7.2% | -34.2% | +41.4% | +12.2% |
| 3M | +16.5% | -9.1% | +25.6% | +14.5% |
| 6M | +18.4% | -52.6% | +71.1% | +26.6% |
| YTD | +31.9% | -56.2% | +88.1% | +41.9% |
| 1Y | +88.5% | -74.9% | +163.4% | +116.0% |
| 3Y | +173.1% | -92.1% | +265.2% | +255.3% |
| All | +173.1% | -92.3% | +265.4% | +255.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling