+1,298.9%
COHR vs LPLA
+1,251.7%
+47.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.3% |
| 7D | +8.3% | -1.5% | +9.9% | +9.0% |
| 30D | -14.1% | -6.0% | -8.1% | -11.9% |
| 3M | -16.0% | +24.0% | -40.1% | -24.8% |
| 6M | +21.5% | +17.0% | +4.5% | +9.8% |
| YTD | +65.4% | -0.7% | +66.1% | +61.1% |
| 1Y | +195.0% | +2.1% | +192.9% | +182.5% |
| 3Y | +830.2% | +48.7% | +781.5% | +648.8% |
| 5Y | +397.1% | +151.2% | +245.9% | +198.8% |
| All | +1,298.9% | +1,251.7% | +47.2% | +342.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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