-96.7%
LCID vs COO
-27.8%
-68.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.8% | +12.2% | +11.5% |
| 7D | +8.9% | +4.7% | +4.2% | +6.1% |
| 30D | -15.4% | +13.9% | -29.3% | -21.7% |
| 3M | -52.9% | -14.9% | -37.9% | -48.6% |
| 6M | -46.8% | +2.0% | -48.9% | -48.5% |
| YTD | -68.9% | -23.9% | -45.0% | -63.5% |
| 1Y | -81.7% | -9.6% | -72.1% | -80.7% |
| 3Y | -92.4% | -25.4% | -67.0% | -91.4% |
| 5Y | -99.2% | -41.2% | -58.0% | -99.0% |
| All | -96.7% | -27.8% | -68.9% | -96.3% |
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