-46.6%
COIN vs LII
+17.9%
-64.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +3.0% |
| 7D | -5.1% | -6.3% | +1.2% | -0.6% |
| 30D | +17.6% | -13.0% | +30.6% | +29.4% |
| 3M | +9.2% | -29.0% | +38.3% | +33.9% |
| 6M | -11.8% | -27.7% | +15.9% | +3.5% |
| YTD | -22.5% | -24.2% | +1.7% | -14.1% |
| 1Y | -45.9% | -34.8% | -11.1% | -32.0% |
| 3Y | +117.4% | -4.2% | +121.6% | +66.2% |
| 5Y | -29.4% | +20.9% | -50.3% | -65.8% |
| All | -46.6% | +17.9% | -64.5% | -73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling