-96.4%
LCID vs COO
-26.0%
-70.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.5% | +6.9% | +7.9% |
| 7D | +20.0% | +4.3% | +15.7% | +17.3% |
| 30D | -5.0% | +17.6% | -22.6% | -13.6% |
| 3M | -48.9% | -13.9% | -35.0% | -44.5% |
| 6M | -43.2% | +6.6% | -49.8% | -46.4% |
| YTD | -65.9% | -22.0% | -43.9% | -60.6% |
| 1Y | -79.2% | -8.8% | -70.4% | -78.2% |
| 3Y | -90.4% | -21.5% | -68.9% | -89.5% |
| 5Y | -99.2% | -41.0% | -58.2% | -99.0% |
| All | -96.4% | -26.0% | -70.4% | -96.0% |
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