-46.8%
COIN vs LDOS
+37.6%
-84.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.0% |
| 7D | -0.1% | -4.2% | +4.1% | +1.4% |
| 30D | +17.5% | -7.9% | +25.4% | +20.9% |
| 3M | +12.4% | +4.1% | +8.3% | +9.4% |
| 6M | -12.5% | -28.2% | +15.7% | -0.6% |
| YTD | -22.7% | -28.5% | +5.8% | -12.3% |
| 1Y | -45.2% | -27.7% | -17.5% | -38.0% |
| 3Y | +112.8% | +38.4% | +74.4% | +87.7% |
| 5Y | -31.9% | +38.0% | -69.8% | -41.9% |
| All | -46.8% | +37.6% | -84.4% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling