+1,298.9%
COHR vs LMT
+188.6%
+1,110.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.4% |
| 7D | +8.3% | -0.2% | +8.5% | +8.4% |
| 30D | -14.1% | -13.1% | -1.1% | -11.1% |
| 3M | -16.0% | -3.9% | -12.1% | -15.9% |
| 6M | +21.5% | -18.3% | +39.7% | +27.6% |
| YTD | +65.4% | +10.3% | +55.1% | +58.7% |
| 1Y | +195.0% | +14.2% | +180.8% | +179.1% |
| 3Y | +830.2% | +35.0% | +795.2% | +708.6% |
| 5Y | +397.1% | +73.2% | +323.9% | +271.0% |
| All | +1,298.9% | +188.6% | +1,110.3% | +918.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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