+830.2%
COHR vs LEN
-27.3%
+857.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.6% |
| 7D | +8.3% | -4.8% | +13.1% | +9.7% |
| 30D | -14.1% | -6.6% | -7.6% | -12.8% |
| 3M | -16.0% | -15.7% | -0.3% | -12.3% |
| 6M | +21.5% | -16.6% | +38.1% | +26.8% |
| YTD | +65.4% | -21.3% | +86.8% | +73.1% |
| 1Y | +195.0% | -42.0% | +237.1% | +239.1% |
| 3Y | +830.2% | -27.9% | +858.1% | +702.8% |
| All | +830.2% | -27.3% | +857.4% | +702.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 3y: compounded portfolio wealth divided by compounded LEN 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…
3y analysis · Full analysis span regression · 6 months rolling