+393.6%
COHR vs LYV
+93.4%
+300.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.1% |
| 7D | +8.3% | -1.9% | +10.3% | +9.3% |
| 30D | -14.1% | -8.2% | -5.9% | -10.6% |
| 3M | -16.0% | -1.3% | -14.7% | -16.6% |
| 6M | +21.5% | +2.6% | +18.9% | +17.6% |
| YTD | +65.4% | +19.4% | +46.0% | +46.5% |
| 1Y | +195.0% | -2.2% | +197.3% | +189.6% |
| 3Y | +830.2% | +106.0% | +724.1% | +518.1% |
| All | +393.6% | +93.4% | +300.2% | +242.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 5y: compounded portfolio wealth divided by compounded LYV 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…
5y analysis · Full analysis span regression · 6 months rolling