+830.2%
COHR vs LQD
+14.1%
+816.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | -1.1% | +9.4% | +10.5% |
| 30D | -14.1% | -1.3% | -12.9% | -12.3% |
| 3M | -16.0% | -3.2% | -12.8% | -10.9% |
| 6M | +21.5% | -2.1% | +23.6% | +27.2% |
| YTD | +65.4% | -2.4% | +67.8% | +73.8% |
| 1Y | +195.0% | -2.7% | +197.7% | +212.0% |
| 3Y | +830.2% | +14.2% | +816.0% | +675.3% |
| All | +830.2% | +14.1% | +816.0% | +675.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 3y: compounded portfolio wealth divided by compounded LQD 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…
3y analysis · Full analysis span regression · 6 months rolling