+387.4%
COHR vs LDOS
+38.1%
+349.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +13.0% | -4.2% | +17.2% | +14.3% |
| 30D | -6.7% | -7.9% | +1.2% | -4.8% |
| 3M | -14.7% | +4.1% | -18.8% | -16.2% |
| 6M | +20.3% | -28.2% | +48.5% | +35.0% |
| YTD | +64.4% | -28.5% | +93.0% | +83.6% |
| 1Y | +205.9% | -27.7% | +233.5% | +239.0% |
| 3Y | +814.1% | +38.4% | +775.7% | +675.9% |
| 5Y | +387.4% | +38.0% | +349.4% | +293.7% |
| All | +387.4% | +38.1% | +349.3% | +293.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling