-60.6%
PINS vs LTH
+160.9%
-221.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -12.0% | -0.6% | -11.4% | -11.8% |
| 30D | -12.7% | -4.6% | -8.1% | -11.3% |
| 3M | -5.5% | +32.8% | -38.3% | -15.3% |
| 6M | +5.3% | +64.6% | -59.4% | -14.7% |
| YTD | -21.2% | +62.6% | -83.8% | -36.1% |
| 1Y | -45.0% | +49.9% | -95.0% | -54.0% |
| 3Y | -26.2% | +151.3% | -177.6% | -52.1% |
| All | -60.6% | +160.9% | -221.5% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling