+113.7%
COIN vs LTH
+153.7%
-40.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.1% |
| 7D | -10.6% | -3.7% | -6.9% | -8.9% |
| 30D | +16.0% | -5.3% | +21.3% | +18.6% |
| 3M | +11.9% | +24.2% | -12.3% | -1.2% |
| 6M | -12.3% | +54.8% | -67.2% | -32.2% |
| YTD | -23.8% | +56.1% | -79.9% | -41.8% |
| 1Y | -45.4% | +45.5% | -90.9% | -56.8% |
| All | +113.7% | +153.7% | -40.0% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 3y: compounded portfolio wealth divided by compounded LTH 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…
3y analysis · Full analysis span regression · 6 months rolling