+9,303.2%
COHR vs LQD
+187.0%
+9,116.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 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