+863.9%
LITE vs PINS
-20.2%
+884.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -13.9% | -6.9% | -7.0% | -12.6% |
| 30D | -46.9% | -11.4% | -35.5% | -45.8% |
| 3M | -28.0% | -22.2% | -5.8% | -25.0% |
| 6M | -35.2% | -10.9% | -24.3% | -35.1% |
| YTD | +58.9% | -26.8% | +85.7% | +63.8% |
| 1Y | +125.3% | -29.8% | +155.2% | +134.7% |
| 3Y | +1,344.4% | -39.0% | +1,383.4% | +1,387.9% |
| 5Y | +541.2% | -58.7% | +599.8% | +567.2% |
| All | +863.9% | -20.2% | +884.1% | +588.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 10y: compounded portfolio wealth divided by compounded PINS 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…
10y analysis · Full analysis span regression · 6 months rolling