-22.3%
PINS vs LNG
+370.7%
-393.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.5% |
| 7D | -6.9% | -5.5% | -1.5% | -5.4% |
| 30D | -11.4% | +5.7% | -17.2% | -13.8% |
| 3M | -22.2% | +10.7% | -33.0% | -25.6% |
| 6M | -10.9% | +23.1% | -34.0% | -18.2% |
| YTD | -26.8% | +52.4% | -79.2% | -38.8% |
| 1Y | -29.8% | +40.0% | -69.9% | -39.5% |
| 3Y | -39.0% | +76.0% | -115.0% | -52.4% |
| 5Y | -58.7% | +194.7% | -253.4% | -74.9% |
| All | -22.3% | +370.7% | -393.1% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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