-16.4%
PINS vs LNG
+367.3%
-383.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -12.0% | +3.4% | -15.5% | -13.1% |
| 30D | -12.7% | +14.9% | -27.5% | -16.8% |
| 3M | -5.5% | +21.4% | -26.9% | -12.1% |
| 6M | +5.3% | +17.8% | -12.5% | -2.0% |
| YTD | -21.2% | +51.3% | -72.5% | -33.3% |
| 1Y | -45.0% | +24.4% | -69.5% | -50.1% |
| 3Y | -26.2% | +79.7% | -105.9% | -42.6% |
| 5Y | -64.0% | +241.3% | -305.3% | -79.5% |
| All | -16.4% | +367.3% | -383.7% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling