-43.8%
COIN vs LBRT
+102.8%
-146.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.5% |
| 7D | +3.4% | +8.7% | -5.4% | +1.6% |
| 30D | +23.2% | +6.6% | +16.6% | +21.1% |
| 3M | +12.5% | -34.5% | +47.0% | +21.3% |
| 6M | -11.6% | -24.5% | +12.9% | -8.4% |
| YTD | -18.4% | +12.7% | -31.1% | -23.1% |
| 1Y | -39.8% | +94.8% | -134.7% | -50.8% |
| 3Y | +136.7% | +31.9% | +104.9% | +105.5% |
| 5Y | -33.7% | +111.8% | -145.5% | -43.4% |
| All | -43.8% | +102.8% | -146.6% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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