+195.0%
COHR vs LDOS
-28.1%
+223.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.1% |
| 7D | +8.3% | -3.1% | +11.5% | +8.2% |
| 30D | -14.1% | -8.2% | -5.9% | -14.4% |
| 3M | -16.0% | +5.9% | -21.9% | -13.9% |
| 6M | +21.5% | -25.2% | +46.7% | +33.2% |
| YTD | +65.4% | -28.1% | +93.6% | +83.9% |
| 1Y | +195.0% | -29.7% | +224.7% | +235.5% |
| All | +195.0% | -28.1% | +223.1% | +235.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling