-95.3%
LCID vs COO
-21.6%
-73.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | +0.6% |
| 7D | +1.8% | -2.3% | +4.1% | +3.2% |
| 30D | -34.2% | -8.8% | -25.4% | -30.6% |
| 3M | -9.1% | +1.3% | -10.5% | -9.7% |
| 6M | -52.6% | -11.6% | -41.0% | -49.0% |
| YTD | -56.2% | -17.4% | -38.8% | -50.8% |
| 1Y | -74.9% | -1.6% | -73.3% | -74.8% |
| 3Y | -92.1% | -22.6% | -69.4% | -91.1% |
| 5Y | -97.6% | -40.3% | -57.2% | -97.0% |
| All | -95.3% | -21.6% | -73.7% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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