-61.1%
COIN vs LDOS
+40.6%
-101.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -5.3% | -1.6% | -3.7% | -4.8% |
| 30D | -26.2% | +8.2% | -34.4% | -28.8% |
| 3M | -17.1% | -8.2% | -8.9% | -15.2% |
| 6M | -36.7% | +5.8% | -42.6% | -39.3% |
| YTD | -43.6% | -27.0% | -16.6% | -36.9% |
| 1Y | -54.9% | -31.0% | -23.9% | -48.4% |
| 3Y | +37.8% | +29.3% | +8.5% | +23.6% |
| 5Y | -62.8% | +48.7% | -111.5% | -68.9% |
| All | -61.1% | +40.6% | -101.7% | -67.8% |
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