-92.6%
LCID vs COO
-24.0%
-68.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.7% | -10.0% | -9.6% |
| 7D | -10.2% | +0.5% | -10.6% | -10.3% |
| 30D | -10.2% | +14.2% | -24.3% | -15.6% |
| 3M | -54.1% | -18.2% | -35.9% | -49.2% |
| 6M | -53.8% | +5.3% | -59.1% | -55.4% |
| YTD | -72.0% | -23.6% | -48.5% | -67.8% |
| 1Y | -80.5% | -12.7% | -67.8% | -79.0% |
| 3Y | -92.6% | -24.2% | -68.4% | -92.1% |
| All | -92.6% | -24.0% | -68.5% | -92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling