+853.0%
LITE vs COIN
-51.5%
+904.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.2% | +8.2% | +4.9% |
| 7D | -1.5% | +3.4% | -4.9% | -2.4% |
| 30D | +6.7% | +23.2% | -16.5% | +1.7% |
| 3M | -6.8% | +12.5% | -19.2% | -9.8% |
| 6M | +29.4% | -11.6% | +41.1% | +30.8% |
| YTD | +139.1% | -18.4% | +157.4% | +141.0% |
| 1Y | +521.0% | -39.8% | +560.8% | +567.3% |
| 3Y | +1,535.3% | +136.7% | +1,398.5% | +1,205.0% |
| 5Y | +889.8% | -33.7% | +923.5% | +745.1% |
| All | +853.0% | -51.5% | +904.6% | +745.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling