+720.0%
COHR vs LYFT
-82.5%
+802.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.6% |
| 7D | +8.3% | -8.4% | +16.7% | +10.7% |
| 30D | -14.1% | -7.6% | -6.5% | -12.8% |
| 3M | -16.0% | +11.7% | -27.8% | -19.3% |
| 6M | +21.5% | +15.1% | +6.4% | +14.9% |
| YTD | +65.4% | -20.9% | +86.4% | +72.5% |
| 1Y | +195.0% | -16.4% | +211.4% | +200.3% |
| 3Y | +830.2% | +35.2% | +794.9% | +681.0% |
| 5Y | +397.1% | -69.4% | +466.5% | +438.3% |
| All | +720.0% | -82.5% | +802.5% | +671.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling