-1.4%
LQD vs COIN
-56.7%
+55.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.7% | +9.8% | +0.3% |
| 7D | +0.4% | -14.8% | +15.2% | +0.7% |
| 30D | +2.5% | -26.3% | +28.8% | +2.9% |
| 3M | -1.5% | -8.7% | +7.2% | -1.5% |
| 6M | -2.1% | -30.8% | +28.7% | -1.8% |
| YTD | -2.0% | -39.5% | +37.5% | -1.4% |
| 1Y | -1.4% | -57.2% | +55.7% | -0.6% |
| All | -1.4% | -56.7% | +55.3% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling