-30.3%
COIN vs LTH
+150.5%
-180.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.1% | -4.0% | -1.1% | -2.6% |
| 30D | +17.6% | -5.3% | +22.9% | +20.9% |
| 3M | +9.2% | +19.0% | -9.8% | -3.7% |
| 6M | -11.8% | +55.8% | -67.5% | -35.9% |
| YTD | -22.5% | +56.1% | -78.6% | -44.3% |
| 1Y | -45.9% | +41.3% | -87.2% | -58.8% |
| 3Y | +117.4% | +156.6% | -39.3% | +7.3% |
| All | -30.3% | +150.5% | -180.8% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling