+446.1%
LITE vs PINS
-55.2%
+501.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.7% | -11.9% | -17.5% |
| 7D | -44.6% | -0.7% | -43.9% | -44.5% |
| 30D | -55.0% | -1.2% | -53.8% | -55.0% |
| 3M | -38.3% | -15.3% | -23.0% | -37.0% |
| 6M | -48.8% | -11.2% | -37.6% | -48.6% |
| YTD | +38.3% | -23.6% | +61.8% | +41.7% |
| 1Y | +119.0% | -23.1% | +142.1% | +124.2% |
| 3Y | +1,092.0% | -36.0% | +1,128.0% | +1,110.2% |
| 5Y | +446.1% | -57.2% | +503.3% | +409.7% |
| All | +446.1% | -55.2% | +501.3% | +409.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling