-21.9%
PINS vs LH
+216.5%
-238.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.3% |
| 7D | -6.2% | +4.6% | -10.7% | -8.4% |
| 30D | -10.9% | +19.1% | -30.1% | -19.5% |
| 3M | -19.5% | +16.7% | -36.3% | -26.7% |
| 6M | -10.4% | +47.0% | -57.4% | -28.6% |
| YTD | -26.4% | +49.3% | -75.7% | -42.7% |
| 1Y | -29.6% | +48.6% | -78.3% | -45.1% |
| 3Y | -39.0% | +87.8% | -126.9% | -60.3% |
| 5Y | -59.1% | +65.0% | -124.2% | -71.7% |
| All | -21.9% | +216.5% | -238.4% | -67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling