-21.5%
PINS vs LHX
+89.2%
-110.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +1.0% | +4.8% | -3.8% | -0.5% |
| 30D | -12.0% | +14.7% | -26.7% | -16.2% |
| 3M | -17.9% | -5.1% | -12.7% | -16.8% |
| 6M | -1.0% | -9.9% | +8.9% | +1.4% |
| YTD | -26.0% | -6.1% | -20.0% | -26.5% |
| 1Y | -28.5% | -4.0% | -24.5% | -29.5% |
| 3Y | -39.2% | +56.9% | -96.1% | -51.4% |
| 5Y | -58.3% | +36.6% | -94.9% | -66.3% |
| All | -21.5% | +89.2% | -110.7% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling