+224.4%
LH vs PENG
+661.7%
-437.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.3% | -7.8% | +0.6% |
| 7D | +4.6% | -3.8% | +8.4% | +4.4% |
| 30D | +19.1% | -40.1% | +59.2% | +23.9% |
| 3M | +16.7% | -21.8% | +38.5% | +17.7% |
| 6M | +47.0% | +3.3% | +43.7% | +40.1% |
| YTD | +49.3% | +133.6% | -84.3% | +27.9% |
| 1Y | +48.6% | +110.7% | -62.1% | +28.6% |
| 3Y | +87.8% | +204.3% | -116.4% | +48.4% |
| 5Y | +65.0% | +54.4% | +10.7% | +35.4% |
| All | +224.4% | +661.7% | -437.2% | +108.8% |
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