-16.4%
PINS vs LHX
+78.1%
-94.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.6% |
| 7D | -12.0% | -2.0% | -10.1% | -11.5% |
| 30D | -12.7% | -9.9% | -2.7% | -9.7% |
| 3M | -5.5% | -16.5% | +11.0% | -0.3% |
| 6M | +5.3% | -29.6% | +34.9% | +17.4% |
| YTD | -21.2% | -11.6% | -9.6% | -19.8% |
| 1Y | -45.0% | -4.1% | -41.0% | -45.8% |
| 3Y | -26.2% | +53.3% | -79.5% | -40.7% |
| 5Y | -64.0% | +22.3% | -86.2% | -69.4% |
| All | -16.4% | +78.1% | -94.5% | -33.7% |
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