+1,298.9%
COHR vs LII
+165.8%
+1,133.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +5.2% |
| 7D | +8.3% | -6.3% | +14.6% | +12.4% |
| 30D | -14.1% | -13.0% | -1.1% | -7.1% |
| 3M | -16.0% | -29.0% | +13.0% | +1.4% |
| 6M | +21.5% | -27.7% | +49.1% | +44.7% |
| YTD | +65.4% | -24.2% | +89.7% | +89.4% |
| 1Y | +195.0% | -34.8% | +229.8% | +267.6% |
| 3Y | +830.2% | -4.2% | +834.4% | +814.9% |
| 5Y | +397.1% | +20.9% | +376.2% | +317.2% |
| All | +1,298.9% | +165.8% | +1,133.0% | +624.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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