+657.5%
COHR vs LDOS
+226.9%
+430.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.8% |
| 7D | +13.1% | -1.6% | +14.8% | +13.8% |
| 30D | -17.2% | +8.2% | -25.4% | -20.4% |
| 3M | -33.3% | -8.2% | -25.2% | -32.2% |
| 6M | -46.0% | +5.8% | -51.8% | -48.9% |
| YTD | +18.2% | -27.0% | +45.2% | +30.6% |
| 1Y | +55.9% | -31.0% | +86.8% | +77.1% |
| 3Y | +544.7% | +29.3% | +515.4% | +425.1% |
| 5Y | +234.6% | +48.7% | +185.9% | +146.4% |
| All | +657.5% | +226.9% | +430.5% | +275.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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