+20,025.3%
COHR vs LII
+3,080.2%
+16,945.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.5% | +7.7% |
| 7D | +11.0% | +2.1% | +8.9% | +9.9% |
| 30D | -20.4% | -12.4% | -8.0% | -15.6% |
| 3M | -24.9% | -24.8% | -0.1% | -15.7% |
| 6M | +28.1% | -25.2% | +53.2% | +44.5% |
| YTD | +63.6% | -20.3% | +83.8% | +78.2% |
| 1Y | +205.9% | -32.9% | +238.9% | +258.0% |
| 3Y | +809.3% | +2.0% | +807.2% | +790.5% |
| 5Y | +397.1% | +24.4% | +372.6% | +342.9% |
| 10Y | +1,238.1% | +167.2% | +1,070.9% | +763.7% |
| All | +20,025.3% | +3,080.2% | +16,945.1% | +3,990.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling