+159.4%
LRCX vs COHR
+197.8%
-38.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -2.0% |
| 7D | -3.1% | +8.3% | -11.4% | -6.9% |
| 30D | -8.6% | -14.1% | +5.6% | -2.3% |
| 3M | -17.7% | -16.0% | -1.7% | -12.8% |
| 6M | +36.4% | +21.5% | +14.9% | +20.2% |
| YTD | +74.5% | +65.4% | +9.1% | +32.5% |
| 1Y | +159.4% | +195.0% | -35.6% | +53.2% |
| All | +159.4% | +197.8% | -38.4% | +53.2% |
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