+3,409.5%
LITE vs COHR
+1,145.1%
+2,264.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.0% | +1.5% | -0.5% |
| 7D | +10.8% | +13.1% | -2.4% | +1.8% |
| 30D | -33.4% | -17.2% | -16.3% | -24.0% |
| 3M | -32.2% | -33.3% | +1.1% | -10.7% |
| 6M | -42.1% | -46.0% | +3.9% | -12.8% |
| YTD | +61.9% | +18.2% | +43.7% | +53.4% |
| 1Y | +163.0% | +55.9% | +107.1% | +114.9% |
| 3Y | +1,358.0% | +544.7% | +813.4% | +408.1% |
| 5Y | +549.9% | +234.6% | +315.3% | +198.4% |
| 10Y | +1,530.1% | +656.2% | +874.0% | +339.7% |
| All | +3,409.5% | +1,145.1% | +2,264.4% | +797.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling