-92.4%
LCID vs COO
-25.3%
-67.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.8% | +12.2% | +11.3% |
| 7D | +8.9% | +4.7% | +4.2% | +6.6% |
| 30D | -15.4% | +13.9% | -29.3% | -20.7% |
| 3M | -52.9% | -14.9% | -37.9% | -49.1% |
| 6M | -46.8% | +2.0% | -48.9% | -48.0% |
| YTD | -68.9% | -23.9% | -45.0% | -64.1% |
| 1Y | -81.7% | -9.6% | -72.1% | -80.6% |
| 3Y | -92.4% | -25.4% | -67.0% | -92.2% |
| All | -92.4% | -25.3% | -67.0% | -92.2% |
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