+990.3%
LITE vs COHR
+366.8%
+623.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -3.0% |
| 7D | +10.4% | +10.9% | -0.5% | +2.8% |
| 30D | +14.0% | -10.8% | +24.8% | +24.3% |
| 3M | +9.7% | -17.4% | +27.0% | +25.0% |
| 6M | +39.2% | +12.5% | +26.8% | +29.9% |
| YTD | +153.9% | +58.8% | +95.0% | +91.1% |
| 1Y | +467.5% | +183.3% | +284.2% | +201.0% |
| 3Y | +1,784.2% | +783.0% | +1,001.2% | +409.1% |
| 5Y | +990.3% | +377.2% | +613.1% | +295.6% |
| All | +990.3% | +366.8% | +623.5% | +295.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling