-21.2%
PINS vs LH
+216.9%
-238.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | -9.4% | +1.2% | -10.6% | -10.0% |
| 30D | -10.2% | +18.0% | -28.2% | -18.4% |
| 3M | -19.0% | +15.7% | -34.7% | -25.8% |
| 6M | -7.4% | +46.6% | -54.0% | -26.1% |
| YTD | -25.7% | +49.5% | -75.2% | -42.2% |
| 1Y | -29.7% | +40.2% | -69.9% | -43.2% |
| 3Y | -38.1% | +87.6% | -125.7% | -59.6% |
| 5Y | -57.3% | +59.3% | -116.5% | -69.7% |
| All | -21.2% | +216.9% | -238.1% | -67.0% |
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