-47.5%
COIN vs LEN
-15.0%
-32.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | +1.0% |
| 7D | -10.6% | -7.8% | -2.8% | -5.6% |
| 30D | +16.0% | -11.0% | +27.0% | +25.2% |
| 3M | +11.9% | -12.8% | +24.7% | +20.8% |
| 6M | -12.3% | -20.2% | +7.9% | -0.1% |
| YTD | -23.8% | -23.0% | -0.8% | -13.8% |
| 1Y | -45.4% | -41.8% | -3.6% | -24.0% |
| 3Y | +109.9% | -28.8% | +138.7% | +112.5% |
| 5Y | -30.6% | -12.6% | -18.0% | -48.6% |
| All | -47.5% | -15.0% | -32.5% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling