+1,364.4%
COHR vs LPLA
+1,263.8%
+100.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | +10.9% | -3.7% | +14.5% | +12.5% |
| 30D | -10.8% | -6.4% | -4.4% | -8.5% |
| 3M | -17.4% | +20.2% | -37.5% | -24.2% |
| 6M | +12.5% | +12.8% | -0.4% | +4.4% |
| YTD | +58.8% | -2.5% | +61.3% | +56.2% |
| 1Y | +183.3% | +1.9% | +181.3% | +172.7% |
| 3Y | +783.0% | +45.0% | +738.1% | +637.8% |
| 5Y | +377.2% | +146.6% | +230.6% | +211.6% |
| 10Y | +1,261.0% | +1,213.6% | +47.5% | +378.2% |
| All | +1,364.4% | +1,263.8% | +100.5% | +311.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling