+393.6%
COHR vs LNT
+31.4%
+362.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.2% |
| 7D | +8.3% | -1.0% | +9.4% | +8.4% |
| 30D | -14.1% | -4.2% | -9.9% | -13.9% |
| 3M | -16.0% | -6.7% | -9.3% | -15.8% |
| 6M | +21.5% | -3.6% | +25.0% | +21.4% |
| YTD | +65.4% | +5.9% | +59.6% | +64.2% |
| 1Y | +195.0% | +7.3% | +187.8% | +192.2% |
| 3Y | +830.2% | +46.5% | +783.7% | +766.0% |
| All | +393.6% | +31.4% | +362.2% | +347.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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