-16.4%
PINS vs LH
+178.3%
-194.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.4% |
| 7D | -12.0% | -2.5% | -9.6% | -10.7% |
| 30D | -12.7% | +4.3% | -17.0% | -14.8% |
| 3M | -5.5% | +25.5% | -31.0% | -17.3% |
| 6M | +5.3% | +17.0% | -11.7% | -4.3% |
| YTD | -21.2% | +31.3% | -52.5% | -33.7% |
| 1Y | -45.0% | +20.0% | -65.0% | -51.4% |
| 3Y | -26.2% | +63.9% | -90.1% | -48.0% |
| 5Y | -64.0% | +30.9% | -94.8% | -71.2% |
| All | -16.4% | +178.3% | -194.7% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling