+2,332.3%
COHR vs LULU
+691.8%
+1,640.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.5% |
| 7D | +8.3% | -1.6% | +10.0% | +8.9% |
| 30D | -14.1% | -18.1% | +4.0% | -10.3% |
| 3M | -16.0% | -18.8% | +2.8% | -12.9% |
| 6M | +21.5% | -39.2% | +60.7% | +36.8% |
| YTD | +65.4% | -52.4% | +117.8% | +99.4% |
| 1Y | +195.0% | -40.3% | +235.3% | +228.5% |
| 3Y | +830.2% | -75.1% | +905.3% | +1,212.1% |
| 5Y | +397.1% | -76.7% | +473.8% | +603.1% |
| 10Y | +1,317.7% | +52.7% | +1,265.0% | +1,070.6% |
| All | +2,332.3% | +691.8% | +1,640.5% | +866.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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