-43.8%
COIN vs LDOS
+42.9%
-86.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.4% |
| 7D | +3.4% | -5.4% | +8.8% | +5.5% |
| 30D | +23.2% | +4.9% | +18.3% | +20.4% |
| 3M | +12.5% | +7.2% | +5.3% | +8.4% |
| 6M | -11.6% | -24.2% | +12.6% | -1.7% |
| YTD | -18.4% | -25.8% | +7.5% | -8.6% |
| 1Y | -39.8% | -24.7% | -15.1% | -33.0% |
| 3Y | +136.7% | +39.3% | +97.5% | +108.0% |
| 5Y | -33.7% | +43.3% | -77.0% | -44.3% |
| All | -43.8% | +42.9% | -86.6% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling