-95.3%
LCID vs COO
-19.4%
-75.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.7% |
| 7D | -6.6% | -2.2% | -4.4% | -5.3% |
| 30D | -30.1% | -7.0% | -23.1% | -27.2% |
| 3M | -17.6% | +12.2% | -29.8% | -23.7% |
| 6M | -54.4% | -15.1% | -39.3% | -49.7% |
| YTD | -55.7% | -15.1% | -40.6% | -51.1% |
| 1Y | -71.0% | +2.3% | -73.4% | -71.6% |
| 3Y | -92.6% | -23.7% | -69.0% | -91.7% |
| 5Y | -97.6% | -38.9% | -58.7% | -97.1% |
| All | -95.3% | -19.4% | -75.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling