+1,298.9%
COHR vs LUMN
-55.8%
+1,354.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.8% |
| 7D | +8.3% | +2.5% | +5.8% | +7.8% |
| 30D | -14.1% | +10.3% | -24.5% | -15.8% |
| 3M | -16.0% | -18.3% | +2.2% | -12.8% |
| 6M | +21.5% | +4.4% | +17.1% | +20.8% |
| YTD | +65.4% | -10.7% | +76.1% | +67.2% |
| 1Y | +195.0% | +14.0% | +181.1% | +183.6% |
| 3Y | +830.2% | +406.6% | +423.6% | +488.2% |
| 5Y | +397.1% | -36.8% | +433.9% | +383.4% |
| All | +1,298.9% | -55.8% | +1,354.7% | +1,140.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling