+1,298.9%
COHR vs LH
+183.3%
+1,115.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.5% |
| 7D | +8.3% | -4.7% | +13.0% | +10.8% |
| 30D | -14.1% | -3.5% | -10.7% | -12.8% |
| 3M | -16.0% | +17.7% | -33.7% | -23.1% |
| 6M | +21.5% | +15.8% | +5.7% | +11.3% |
| YTD | +65.4% | +25.1% | +40.3% | +45.0% |
| 1Y | +195.0% | +12.5% | +182.5% | +170.6% |
| 3Y | +830.2% | +59.8% | +770.4% | +592.0% |
| 5Y | +397.1% | +27.1% | +370.0% | +311.7% |
| All | +1,298.9% | +183.3% | +1,115.6% | +644.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling