+547.6%
LLY vs COIN
-53.0%
+600.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -2.1% |
| 7D | -3.1% | +1.2% | -4.3% | -3.2% |
| 30D | -5.1% | +16.5% | -21.6% | -5.5% |
| 3M | -2.1% | +10.4% | -12.4% | -2.5% |
| 6M | +13.8% | -9.3% | +23.1% | +13.8% |
| YTD | +5.1% | -20.9% | +26.0% | +5.2% |
| 1Y | +53.1% | -40.8% | +93.9% | +54.0% |
| 3Y | +95.6% | +118.0% | -22.3% | +91.4% |
| 5Y | +361.5% | -30.7% | +392.2% | +366.8% |
| All | +547.6% | -53.0% | +600.6% | +555.0% |
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