-17.5%
PINS vs LH
+176.5%
-194.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | -5.2% | -0.8% | -4.4% | -4.8% |
| 30D | -14.9% | +2.0% | -17.0% | -16.0% |
| 3M | -8.4% | +24.3% | -32.7% | -19.4% |
| 6M | +0.6% | +21.1% | -20.4% | -10.2% |
| YTD | -22.2% | +30.4% | -52.7% | -34.3% |
| 1Y | -46.9% | +18.4% | -65.3% | -52.7% |
| 3Y | -26.9% | +65.5% | -92.4% | -48.9% |
| 5Y | -63.0% | +29.9% | -92.8% | -70.2% |
| All | -17.5% | +176.5% | -194.0% | -62.5% |
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