+393.6%
COHR vs LQD
-6.0%
+399.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | -1.1% | +9.4% | +10.2% |
| 30D | -14.1% | -1.3% | -12.9% | -12.6% |
| 3M | -16.0% | -3.2% | -12.8% | -11.7% |
| 6M | +21.5% | -2.1% | +23.6% | +26.3% |
| YTD | +65.4% | -2.4% | +67.8% | +72.5% |
| 1Y | +195.0% | -2.7% | +197.7% | +209.6% |
| 3Y | +830.2% | +14.2% | +816.0% | +690.5% |
| All | +393.6% | -6.0% | +399.6% | +333.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling