+51.6%
COHR vs LH
+44.2%
+7.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.9% | -9.9% | -4.7% |
| 7D | -18.6% | +2.1% | -20.7% | -17.9% |
| 30D | -41.5% | +19.2% | -60.7% | -37.2% |
| 3M | -39.7% | +18.0% | -57.7% | -35.4% |
| 6M | -40.9% | +46.1% | -86.9% | -30.5% |
| YTD | +5.7% | +47.7% | -42.0% | +29.0% |
| 1Y | +51.6% | +47.2% | +4.4% | +89.1% |
| All | +51.6% | +44.2% | +7.4% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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