+195.0%
COHR vs LUNR
+73.3%
+121.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.7% |
| 7D | +8.3% | -3.1% | +11.4% | +9.3% |
| 30D | -14.1% | -15.3% | +1.2% | -9.8% |
| 3M | -16.0% | -53.2% | +37.2% | -0.3% |
| 6M | +21.5% | -22.2% | +43.7% | +28.2% |
| YTD | +65.4% | -11.6% | +77.0% | +67.4% |
| 1Y | +195.0% | +68.4% | +126.6% | +142.8% |
| All | +195.0% | +73.3% | +121.7% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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