+195.0%
COHR vs LII
-34.1%
+229.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +5.0% |
| 7D | +8.3% | -6.3% | +14.6% | +11.8% |
| 30D | -14.1% | -13.0% | -1.1% | -8.1% |
| 3M | -16.0% | -29.0% | +13.0% | -1.2% |
| 6M | +21.5% | -27.7% | +49.1% | +39.6% |
| YTD | +65.4% | -24.2% | +89.7% | +85.5% |
| 1Y | +195.0% | -34.8% | +229.8% | +249.7% |
| All | +195.0% | -34.1% | +229.1% | +249.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling