-35.5%
PINS vs LH
+44.2%
-79.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.3% | +3.5% |
| 7D | +1.4% | +2.1% | -0.7% | +1.0% |
| 30D | +5.8% | +19.2% | -13.4% | +2.2% |
| 3M | -17.0% | +18.0% | -35.1% | -19.7% |
| 6M | +1.8% | +46.1% | -44.3% | -4.3% |
| YTD | -18.0% | +47.7% | -65.7% | -27.2% |
| 1Y | -35.5% | +47.2% | -82.8% | -43.4% |
| All | -35.5% | +44.2% | -79.7% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling