-1.9%
LQD vs COIN
-54.0%
+52.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.1% |
| 7D | -1.1% | -5.1% | +4.0% | -1.0% |
| 30D | -1.3% | +17.6% | -18.9% | -1.6% |
| 3M | -3.2% | +9.2% | -12.5% | -3.5% |
| 6M | -2.1% | -11.8% | +9.6% | -2.1% |
| YTD | -2.4% | -22.5% | +20.1% | -2.2% |
| 1Y | -2.7% | -45.9% | +43.2% | -1.9% |
| 3Y | +14.2% | +117.4% | -103.2% | +9.7% |
| 5Y | -5.8% | -29.4% | +23.6% | -9.8% |
| All | -1.9% | -54.0% | +52.1% | -7.1% |
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