+1,298.9%
COHR vs LDOS
+265.7%
+1,033.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.4% |
| 7D | +8.3% | -3.1% | +11.5% | +9.6% |
| 30D | -14.1% | -8.2% | -5.9% | -11.5% |
| 3M | -16.0% | +5.9% | -21.9% | -19.3% |
| 6M | +21.5% | -25.2% | +46.7% | +35.9% |
| YTD | +65.4% | -28.1% | +93.6% | +86.6% |
| 1Y | +195.0% | -29.7% | +224.7% | +235.5% |
| 3Y | +830.2% | +39.0% | +791.1% | +641.6% |
| 5Y | +397.1% | +41.3% | +355.8% | +281.1% |
| All | +1,298.9% | +265.7% | +1,033.2% | +596.6% |
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