-46.6%
COIN vs LEN
-13.2%
-33.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.3% |
| 7D | -5.1% | -4.8% | -0.3% | -1.9% |
| 30D | +17.6% | -6.6% | +24.2% | +22.9% |
| 3M | +9.2% | -15.7% | +24.9% | +20.9% |
| 6M | -11.8% | -16.6% | +4.9% | -2.5% |
| YTD | -22.5% | -21.3% | -1.2% | -13.6% |
| 1Y | -45.9% | -42.0% | -3.9% | -24.3% |
| 3Y | +117.4% | -27.9% | +145.3% | +119.1% |
| 5Y | -29.4% | -10.7% | -18.7% | -48.4% |
| All | -46.6% | -13.2% | -33.4% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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