-22.3%
PINS vs LSCC
+734.2%
-756.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +7.1% | -11.3% | -6.6% |
| 7D | -2.1% | +13.0% | -15.0% | -6.4% |
| 30D | -6.6% | -19.8% | +13.2% | -0.5% |
| 3M | -18.7% | -18.4% | -0.3% | -14.9% |
| 6M | -10.4% | -16.1% | +5.7% | -10.3% |
| YTD | -26.8% | +42.7% | -69.5% | -42.7% |
| 1Y | -27.9% | +68.0% | -95.9% | -47.5% |
| 3Y | -38.7% | +85.8% | -124.5% | -62.5% |
| 5Y | -59.0% | +28.0% | -87.0% | -73.3% |
| All | -22.3% | +734.2% | -756.4% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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