-18.9%
PINS vs LDOS
+129.9%
-148.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.8% |
| 7D | -0.7% | -3.7% | +3.0% | +0.8% |
| 30D | -1.2% | +16.4% | -17.6% | -8.0% |
| 3M | -15.3% | +7.4% | -22.7% | -18.4% |
| 6M | -11.2% | -0.3% | -10.8% | -11.9% |
| YTD | -23.6% | -24.0% | +0.5% | -15.5% |
| 1Y | -23.1% | -29.6% | +6.4% | -12.0% |
| 3Y | -36.0% | +35.1% | -71.2% | -49.0% |
| 5Y | -57.2% | +52.9% | -110.1% | -69.0% |
| All | -18.9% | +129.9% | -148.8% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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