+1,298.9%
COHR vs LUV
+20.2%
+1,278.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.7% | +3.5% |
| 7D | +8.3% | -1.0% | +9.3% | +8.7% |
| 30D | -14.1% | -12.4% | -1.8% | -8.8% |
| 3M | -16.0% | -11.0% | -5.0% | -11.2% |
| 6M | +21.5% | -5.0% | +26.4% | +23.3% |
| YTD | +65.4% | -3.8% | +69.2% | +63.5% |
| 1Y | +195.0% | +25.9% | +169.1% | +153.7% |
| 3Y | +830.2% | +42.2% | +787.9% | +626.6% |
| 5Y | +397.1% | -10.8% | +407.9% | +370.2% |
| All | +1,298.9% | +20.2% | +1,278.6% | +1,164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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