-47.5%
COIN vs LSCC
+128.9%
-176.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.7% |
| 7D | -10.6% | +0.4% | -11.0% | -10.9% |
| 30D | +16.0% | -9.5% | +25.4% | +22.1% |
| 3M | +11.9% | -13.8% | +25.7% | +17.3% |
| 6M | -12.3% | +24.5% | -36.8% | -28.8% |
| YTD | -23.8% | +55.1% | -78.9% | -47.7% |
| 1Y | -45.4% | +72.5% | -117.9% | -65.3% |
| 3Y | +109.9% | +24.5% | +85.3% | +47.8% |
| 5Y | -30.6% | +81.8% | -112.4% | -66.9% |
| All | -47.5% | +128.9% | -176.4% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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