+1,298.9%
COHR vs LNG
+562.2%
+736.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +8.3% | -4.7% | +13.0% | +9.9% |
| 30D | -14.1% | +3.8% | -18.0% | -15.6% |
| 3M | -16.0% | +16.2% | -32.2% | -21.5% |
| 6M | +21.5% | +11.7% | +9.8% | +14.1% |
| YTD | +65.4% | +44.2% | +21.2% | +40.5% |
| 1Y | +195.0% | +18.6% | +176.5% | +169.2% |
| 3Y | +830.2% | +77.4% | +752.7% | +624.1% |
| 5Y | +397.1% | +232.3% | +164.8% | +192.4% |
| All | +1,298.9% | +562.2% | +736.7% | +562.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling