+223.6%
LH vs PENG
+644.0%
-420.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | 0.0% |
| 7D | +4.8% | -16.1% | +20.9% | +6.0% |
| 30D | +18.8% | -41.5% | +60.3% | +23.9% |
| 3M | +15.7% | -19.1% | +34.8% | +16.2% |
| 6M | +46.7% | +0.9% | +45.7% | +40.0% |
| YTD | +48.9% | +128.2% | -79.3% | +27.9% |
| 1Y | +43.5% | +98.6% | -55.1% | +25.0% |
| 3Y | +86.9% | +188.2% | -101.3% | +48.6% |
| 5Y | +60.4% | +55.5% | +4.9% | +31.3% |
| All | +223.6% | +644.0% | -420.4% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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