+377.2%
COHR vs LII
+21.0%
+356.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.9% |
| 7D | +10.9% | -3.5% | +14.4% | +13.3% |
| 30D | -10.8% | -13.5% | +2.7% | -2.9% |
| 3M | -17.4% | -26.0% | +8.6% | -2.1% |
| 6M | +12.5% | -26.8% | +39.3% | +33.8% |
| YTD | +58.8% | -22.9% | +81.7% | +80.3% |
| 1Y | +183.3% | -32.6% | +215.9% | +248.6% |
| 3Y | +783.0% | -1.3% | +784.3% | +740.4% |
| 5Y | +377.2% | +23.1% | +354.2% | +275.3% |
| All | +377.2% | +21.0% | +356.3% | +275.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling