+117.4%
COIN vs LEN
-27.3%
+144.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.0% |
| 7D | -5.1% | -4.8% | -0.3% | -3.5% |
| 30D | +17.6% | -6.6% | +24.2% | +20.3% |
| 3M | +9.2% | -15.7% | +24.9% | +15.2% |
| 6M | -11.8% | -16.6% | +4.9% | -6.8% |
| YTD | -22.5% | -21.3% | -1.2% | -18.2% |
| 1Y | -45.9% | -42.0% | -3.9% | -34.8% |
| 3Y | +117.4% | -27.9% | +145.3% | +114.8% |
| All | +117.4% | -27.3% | +144.7% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling