-21.9%
PINS vs LHX
+70.5%
-92.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.8% |
| 7D | -6.6% | -4.3% | -2.4% | -5.2% |
| 30D | -16.8% | -15.1% | -1.7% | -12.2% |
| 3M | -11.4% | -21.0% | +9.6% | -4.7% |
| 6M | -1.7% | -32.0% | +30.3% | +11.0% |
| YTD | -26.4% | -15.3% | -11.1% | -24.0% |
| 1Y | -45.5% | -11.1% | -34.5% | -44.8% |
| 3Y | -31.7% | +54.0% | -85.8% | -45.4% |
| 5Y | -64.9% | +17.1% | -82.0% | -69.7% |
| All | -21.9% | +70.5% | -92.5% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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