-39.8%
COIN vs LOW
-20.7%
-19.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.4% | -4.2% |
| 7D | +3.4% | -1.7% | +5.1% | +3.3% |
| 30D | +23.2% | -7.0% | +30.2% | +23.3% |
| 3M | +12.5% | -0.9% | +13.4% | +13.1% |
| 6M | -11.6% | -20.1% | +8.4% | -13.7% |
| YTD | -18.4% | -13.9% | -4.4% | -18.7% |
| 1Y | -39.8% | -21.1% | -18.7% | -40.8% |
| All | -39.8% | -20.7% | -19.1% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling