+1,938.3%
LITE vs COHR
+800.0%
+1,138.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.7% |
| 7D | +13.6% | +13.0% | +0.6% | +3.4% |
| 30D | +21.6% | -6.7% | +28.2% | +28.7% |
| 3M | +20.3% | -14.7% | +35.1% | +34.6% |
| 6M | +54.4% | +20.3% | +34.1% | +33.6% |
| YTD | +168.3% | +64.4% | +103.9% | +86.8% |
| 1Y | +551.8% | +205.9% | +345.9% | +199.4% |
| All | +1,938.3% | +800.0% | +1,138.3% | +360.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling