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  • COHR vs LQD✓SelectedUSD · LQDCOHR vs LQD performance historyLatest closeAs of+4.16%09/11
Stock and ETF performance explorer

COHR vs LQD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,303.2%
LQD return
+187.0%
Excess return
+9,116.3%
Maximum drawdown
-72.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLQDExcessAlpha
1D+4.2%0.0%+4.2%+4.2%
7D+8.3%-1.1%+9.4%+9.0%
30D-14.1%-1.3%-12.9%-13.6%
3M-16.0%-3.2%-12.8%-14.6%
6M+21.5%-2.1%+23.6%+23.1%
YTD+65.4%-2.4%+67.8%+67.9%
1Y+195.0%-2.7%+197.7%+200.0%
3Y+830.2%+14.2%+816.0%+785.9%
5Y+397.1%-5.8%+402.9%+395.3%
10Y+1,317.7%+22.2%+1,295.5%+1,293.4%
All+9,303.2%+187.0%+9,116.3%+9,719.7%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling