+12.7%
LRCX vs COHR
+28.9%
-16.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -13.0% | -3.4% | -9.7% |
| 7D | -27.2% | -28.4% | +1.2% | -13.6% |
| 30D | -44.5% | -49.8% | +5.3% | -22.2% |
| 3M | -39.7% | -48.3% | +8.6% | -19.3% |
| 6M | -32.7% | -49.4% | +16.7% | -10.0% |
| YTD | +8.5% | -8.0% | +16.5% | +11.5% |
| 1Y | +12.7% | +26.1% | -13.4% | +5.1% |
| All | +12.7% | +28.9% | -16.2% | +5.1% |
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