+194.8%
COHR vs LVS
-18.2%
+213.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.3% | +6.9% | +6.6% |
| 7D | +1.0% | -1.5% | +2.4% | +1.1% |
| 30D | -14.1% | -3.2% | -10.9% | -13.9% |
| 3M | -33.2% | -12.0% | -21.2% | -31.6% |
| 6M | +2.5% | -19.9% | +22.4% | +7.8% |
| YTD | +52.7% | -30.6% | +83.4% | +66.2% |
| 1Y | +194.8% | -17.7% | +212.5% | +210.0% |
| All | +194.8% | -18.2% | +213.0% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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