+2,775.4%
COHR vs LVS
+63.3%
+2,712.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +4.0% |
| 7D | +8.3% | -3.5% | +11.8% | +9.3% |
| 30D | -14.1% | -6.2% | -7.9% | -12.9% |
| 3M | -16.0% | -14.8% | -1.2% | -13.2% |
| 6M | +21.5% | -20.9% | +42.3% | +27.6% |
| YTD | +65.4% | -33.0% | +98.5% | +80.6% |
| 1Y | +195.0% | -20.0% | +215.0% | +207.1% |
| 3Y | +830.2% | -6.9% | +837.1% | +827.9% |
| 5Y | +397.1% | +9.1% | +388.0% | +368.0% |
| 10Y | +1,317.7% | -1.1% | +1,318.8% | +1,253.0% |
| All | +2,775.4% | +63.3% | +2,712.1% | +1,916.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling