-63.0%
PINS vs LTH
+180.7%
-243.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.6% |
| 7D | +1.0% | -1.3% | +2.3% | +1.4% |
| 30D | -12.0% | +15.7% | -27.7% | -16.9% |
| 3M | -17.9% | +5.0% | -22.9% | -19.8% |
| 6M | -1.0% | +37.7% | -38.7% | -13.1% |
| YTD | -26.0% | +75.0% | -101.1% | -41.9% |
| 1Y | -28.5% | +82.6% | -111.1% | -44.8% |
| 3Y | -39.2% | +241.3% | -280.5% | -65.3% |
| 5Y | -58.3% | +135.4% | -193.8% | -76.4% |
| All | -63.0% | +180.7% | -243.8% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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