+65,045.6%
COHR vs LNT
+3,121.8%
+61,923.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.2% |
| 7D | +8.3% | -1.0% | +9.4% | +8.8% |
| 30D | -14.1% | -4.2% | -9.9% | -12.8% |
| 3M | -16.0% | -6.7% | -9.3% | -14.2% |
| 6M | +21.5% | -3.6% | +25.0% | +22.5% |
| YTD | +65.4% | +5.9% | +59.6% | +61.1% |
| 1Y | +195.0% | +7.3% | +187.8% | +185.1% |
| 3Y | +830.2% | +46.5% | +783.7% | +683.5% |
| 5Y | +397.1% | +32.5% | +364.6% | +327.3% |
| 10Y | +1,317.7% | +147.9% | +1,169.8% | +805.9% |
| All | +65,045.6% | +3,121.8% | +61,923.8% | +17,864.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling