-59.3%
PINS vs LH
+62.5%
-121.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.6% |
| 7D | -2.1% | +1.4% | -3.5% | -2.7% |
| 30D | -6.6% | +17.5% | -24.1% | -13.2% |
| 3M | -18.7% | +16.1% | -34.8% | -24.2% |
| 6M | -10.4% | +43.4% | -53.8% | -24.1% |
| YTD | -26.8% | +47.2% | -74.0% | -39.6% |
| 1Y | -27.9% | +50.1% | -78.0% | -41.1% |
| 3Y | -38.7% | +81.2% | -119.8% | -56.0% |
| All | -59.3% | +62.5% | -121.8% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling