+377.2%
COHR vs LSCC
+82.2%
+295.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.7% |
| 7D | +10.9% | +0.4% | +10.4% | +10.7% |
| 30D | -10.8% | -9.5% | -1.3% | -4.5% |
| 3M | -17.4% | -13.8% | -3.6% | -7.4% |
| 6M | +12.5% | +24.5% | -12.0% | +3.2% |
| YTD | +58.8% | +55.1% | +3.7% | +28.2% |
| 1Y | +183.3% | +72.5% | +110.8% | +115.6% |
| 3Y | +783.0% | +24.5% | +758.5% | +629.8% |
| 5Y | +377.2% | +81.8% | +295.4% | +168.0% |
| All | +377.2% | +82.2% | +295.0% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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