-37.1%
COIN vs LDOS
+2.4%
-39.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -4.2% |
| 7D | -4.5% | -3.5% | -1.0% | -4.6% |
| 30D | -28.1% | +9.5% | -37.7% | -29.4% |
| 3M | -12.3% | -6.3% | -6.0% | -13.4% |
| 6M | -37.1% | +2.8% | -39.9% | -42.3% |
| All | -37.1% | +2.4% | -39.4% | -42.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling