+786.6%
LITE vs PINS
-20.2%
+806.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.2% | +9.9% | +6.5% |
| 7D | -35.9% | -2.1% | -33.9% | -35.8% |
| 30D | -51.5% | -6.6% | -44.9% | -51.0% |
| 3M | -35.7% | -18.7% | -17.0% | -33.7% |
| 6M | -43.0% | -10.4% | -32.6% | -43.0% |
| YTD | +46.1% | -26.8% | +72.9% | +50.6% |
| 1Y | +124.7% | -27.9% | +152.6% | +132.5% |
| 3Y | +1,172.1% | -38.7% | +1,210.7% | +1,208.7% |
| 5Y | +477.0% | -59.0% | +536.0% | +501.4% |
| All | +786.6% | -20.2% | +806.7% | +532.9% |
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