-47.5%
COIN vs LH
+48.0%
-95.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | +1.8% |
| 7D | -10.6% | -7.4% | -3.2% | -5.5% |
| 30D | +16.0% | -4.6% | +20.5% | +20.2% |
| 3M | +11.9% | +14.5% | -2.6% | +1.4% |
| 6M | -12.3% | +14.8% | -27.1% | -21.2% |
| YTD | -23.8% | +23.3% | -47.1% | -36.0% |
| 1Y | -45.4% | +13.6% | -59.0% | -51.4% |
| 3Y | +109.9% | +56.3% | +53.5% | +36.5% |
| 5Y | -30.6% | +25.2% | -55.8% | -50.3% |
| All | -47.5% | +48.0% | -95.6% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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