+208.1%
LRCX vs COHR
+211.4%
-3.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.6% | -1.5% | +1.9% |
| 7D | +1.9% | +1.0% | +1.0% | +1.4% |
| 30D | +0.1% | -14.1% | +14.2% | +5.3% |
| 3M | -8.5% | -33.2% | +24.7% | +7.4% |
| 6M | +38.1% | +2.5% | +35.5% | +31.3% |
| YTD | +80.1% | +52.7% | +27.4% | +42.6% |
| 1Y | +208.1% | +194.8% | +13.3% | +84.6% |
| All | +208.1% | +211.4% | -3.4% | +84.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling