+92.5%
LLY vs COIN
+110.1%
-17.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -3.2% | -10.6% | +7.4% | -2.6% |
| 30D | -7.4% | +16.0% | -23.4% | -8.2% |
| 3M | -1.0% | +11.9% | -12.9% | -1.9% |
| 6M | +12.5% | -12.3% | +24.8% | +12.6% |
| YTD | +5.0% | -23.8% | +28.8% | +5.4% |
| 1Y | +49.8% | -45.4% | +95.1% | +52.4% |
| All | +92.5% | +110.1% | -17.6% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling