-16.4%
PINS vs LDOS
+124.5%
-140.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | -12.0% | -5.4% | -6.6% | -9.9% |
| 30D | -12.7% | +4.9% | -17.6% | -14.7% |
| 3M | -5.5% | +7.2% | -12.7% | -9.0% |
| 6M | +5.3% | -24.2% | +29.5% | +17.9% |
| YTD | -21.2% | -25.8% | +4.6% | -11.6% |
| 1Y | -45.0% | -24.7% | -20.3% | -38.8% |
| 3Y | -26.2% | +39.3% | -65.5% | -41.9% |
| 5Y | -64.0% | +43.3% | -107.3% | -72.9% |
| All | -16.4% | +124.5% | -140.9% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling