-16.4%
PINS vs LVS
-27.5%
+11.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.0% |
| 7D | -12.0% | -1.5% | -10.5% | -11.4% |
| 30D | -12.7% | -3.2% | -9.4% | -11.5% |
| 3M | -5.5% | -12.0% | +6.5% | -0.6% |
| 6M | +5.3% | -19.9% | +25.2% | +15.0% |
| YTD | -21.2% | -30.6% | +9.4% | -9.6% |
| 1Y | -45.0% | -17.7% | -27.3% | -42.0% |
| 3Y | -26.2% | -14.2% | -12.0% | -26.3% |
| 5Y | -64.0% | +9.6% | -73.6% | -69.8% |
| All | -16.4% | -27.5% | +11.1% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling