-45.5%
COIN vs LII
+24.1%
-69.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.1% |
| 7D | +1.2% | +2.1% | -0.9% | -0.2% |
| 30D | +16.5% | -12.4% | +28.9% | +27.5% |
| 3M | +10.4% | -24.8% | +35.2% | +29.5% |
| 6M | -9.3% | -25.2% | +15.9% | +4.2% |
| YTD | -20.9% | -20.3% | -0.6% | -15.4% |
| 1Y | -40.8% | -32.9% | -7.8% | -26.9% |
| 3Y | +118.0% | +2.0% | +115.9% | +58.4% |
| 5Y | -30.7% | +24.4% | -55.1% | -67.1% |
| All | -45.5% | +24.1% | -69.6% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LII 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling