+427.5%
COHR vs LTH
+152.0%
+275.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.2% |
| 7D | +13.0% | -4.0% | +17.0% | +14.7% |
| 30D | -6.7% | -1.7% | -5.0% | -6.3% |
| 3M | -14.7% | +28.0% | -42.7% | -24.0% |
| 6M | +20.3% | +54.1% | -33.8% | -1.1% |
| YTD | +64.4% | +57.1% | +7.4% | +32.7% |
| 1Y | +205.9% | +45.8% | +160.1% | +153.2% |
| 3Y | +814.1% | +157.6% | +656.5% | +501.2% |
| All | +427.5% | +152.0% | +275.6% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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