+233.8%
COHR vs LSCC
+33.9%
+199.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.5% | -0.5% | -2.5% |
| 7D | +13.1% | +7.0% | +6.2% | +9.0% |
| 30D | -17.2% | -2.3% | -14.8% | -14.9% |
| 3M | -33.3% | -12.5% | -20.8% | -25.7% |
| 6M | -46.0% | -10.6% | -35.4% | -39.4% |
| YTD | +18.2% | +52.7% | -34.5% | -1.7% |
| 1Y | +55.9% | +74.0% | -18.1% | +21.0% |
| 3Y | +544.7% | +104.8% | +439.9% | +310.7% |
| All | +233.8% | +33.9% | +199.9% | +138.3% |
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