+21.0%
COHR vs LYFT
-18.8%
+39.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | -4.2% | +17.8% | +13.7% |
| 7D | -8.3% | +5.8% | -14.1% | -8.5% |
| 30D | -42.4% | +9.6% | -51.9% | -42.9% |
| 3M | -42.3% | +4.8% | -47.2% | -42.9% |
| 6M | -44.1% | +20.1% | -64.2% | -46.5% |
| YTD | +4.5% | -11.8% | +16.2% | +12.1% |
| 1Y | +21.0% | -19.6% | +40.6% | +32.7% |
| All | +21.0% | -18.8% | +39.9% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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