+185.7%
COHR vs LUMN
+44.7%
+141.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.0% | +8.6% | +7.4% |
| 7D | +1.0% | +12.1% | -11.1% | -3.6% |
| 30D | -14.1% | +11.3% | -25.5% | -18.1% |
| 3M | -33.2% | -31.6% | -1.6% | -24.2% |
| 6M | +2.5% | -2.7% | +5.3% | +4.2% |
| YTD | +52.7% | -12.9% | +65.6% | +57.0% |
| All | +185.7% | +44.7% | +141.0% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling