-25.1%
PINS vs LVS
-29.2%
+4.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.5% | -7.8% | -8.6% |
| 7D | -13.9% | -2.7% | -11.1% | -12.8% |
| 30D | -25.0% | -4.7% | -20.3% | -23.4% |
| 3M | -16.6% | -15.6% | -1.0% | -10.6% |
| 6M | -7.0% | -18.6% | +11.7% | +1.1% |
| YTD | -29.4% | -32.3% | +2.9% | -18.1% |
| 1Y | -49.9% | -18.0% | -31.9% | -47.0% |
| 3Y | -33.6% | -5.8% | -27.8% | -36.3% |
| 5Y | -66.8% | +5.7% | -72.6% | -71.7% |
| All | -25.1% | -29.2% | +4.1% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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