-61.1%
COIN vs LII
+13.8%
-74.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -3.1% |
| 7D | -5.3% | +2.9% | -8.2% | -7.2% |
| 30D | -26.2% | +0.9% | -27.1% | -27.4% |
| 3M | -17.1% | -15.5% | -1.5% | -7.8% |
| 6M | -36.7% | -30.2% | -6.5% | -23.0% |
| YTD | -43.6% | -26.8% | -16.7% | -36.5% |
| 1Y | -54.9% | -25.3% | -29.6% | -50.3% |
| 3Y | +37.8% | -7.8% | +45.5% | +8.2% |
| 5Y | -62.8% | +17.0% | -79.8% | -81.7% |
| All | -61.1% | +13.8% | -74.9% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling