-32.2%
LITE vs COHR
-36.7%
+4.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.0% | +1.5% | +0.8% |
| 7D | +10.8% | +13.1% | -2.4% | -1.2% |
| 30D | -33.4% | -17.2% | -16.3% | -21.0% |
| 3M | -32.2% | -33.3% | +1.1% | -3.9% |
| All | -32.2% | -36.7% | +4.5% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 3mo: compounded portfolio wealth divided by compounded COHR 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…
3mo analysis · Full analysis span regression · Available span rolling