-25.1%
PINS vs LNT
+87.1%
-112.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.1% | -8.1% | -8.9% |
| 7D | -13.9% | +0.2% | -14.0% | -13.9% |
| 30D | -25.0% | -0.5% | -24.5% | -24.9% |
| 3M | -16.6% | -5.5% | -11.1% | -15.5% |
| 6M | -7.0% | -3.8% | -3.2% | -6.5% |
| YTD | -29.4% | +6.8% | -36.2% | -31.7% |
| 1Y | -49.9% | +9.3% | -59.2% | -52.0% |
| 3Y | -33.6% | +47.9% | -81.6% | -44.6% |
| 5Y | -66.8% | +31.6% | -98.4% | -71.6% |
| All | -25.1% | +87.1% | -112.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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