+64,301.1%
COHR vs LSCC
+10,957.9%
+53,343.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.4% | +5.7% | +6.7% |
| 7D | +11.0% | +5.2% | +5.8% | +9.5% |
| 30D | -20.4% | -9.6% | -10.7% | -17.7% |
| 3M | -24.9% | -17.8% | -7.1% | -19.5% |
| 6M | +28.1% | +37.4% | -9.4% | +20.6% |
| YTD | +63.6% | +59.7% | +3.9% | +47.9% |
| 1Y | +205.9% | +76.2% | +129.7% | +170.0% |
| 3Y | +809.3% | +28.2% | +781.1% | +745.7% |
| 5Y | +397.1% | +87.2% | +309.9% | +321.1% |
| 10Y | +1,238.1% | +1,795.0% | -556.9% | +571.1% |
| All | +64,301.1% | +10,957.9% | +53,343.2% | +19,156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling