+51.6%
COHR vs LNG
+42.0%
+9.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.2% | +0.2% | -7.5% |
| 7D | -18.6% | -1.9% | -16.6% | -18.5% |
| 30D | -41.5% | +6.2% | -47.7% | -39.8% |
| 3M | -39.7% | +13.7% | -53.5% | -36.9% |
| 6M | -40.9% | +7.5% | -48.4% | -38.2% |
| YTD | +5.7% | +51.3% | -45.6% | +7.7% |
| 1Y | +51.6% | +42.6% | +9.0% | +64.7% |
| All | +51.6% | +42.0% | +9.6% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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