+1,298.9%
COHR vs LVS
0.0%
+1,298.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +3.9% |
| 7D | +8.3% | -3.5% | +11.8% | +10.1% |
| 30D | -14.1% | -6.2% | -7.9% | -11.9% |
| 3M | -16.0% | -14.8% | -1.2% | -10.6% |
| 6M | +21.5% | -20.9% | +42.3% | +33.1% |
| YTD | +65.4% | -33.0% | +98.5% | +95.1% |
| 1Y | +195.0% | -20.0% | +215.0% | +216.2% |
| 3Y | +830.2% | -6.9% | +837.1% | +798.8% |
| 5Y | +397.1% | +9.1% | +388.0% | +319.1% |
| All | +1,298.9% | 0.0% | +1,298.8% | +1,112.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling