+902.5%
LITE vs COIN
-54.0%
+956.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.3% |
| 7D | +5.2% | -5.1% | +10.3% | +6.2% |
| 30D | -0.6% | +17.6% | -18.2% | -4.4% |
| 3M | +4.2% | +9.2% | -5.0% | +1.1% |
| 6M | +38.0% | -11.8% | +49.7% | +39.2% |
| YTD | +151.5% | -22.5% | +174.0% | +156.0% |
| 1Y | +462.2% | -45.9% | +508.1% | +517.5% |
| 3Y | +1,810.6% | +117.4% | +1,693.2% | +1,448.7% |
| 5Y | +980.2% | -29.4% | +1,009.6% | +823.3% |
| All | +902.5% | -54.0% | +956.5% | +798.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN 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 COIN 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