+224.8%
LH vs PENG
+720.8%
-496.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -10.0% | -0.6% |
| 7D | +1.2% | +1.9% | -0.7% | +0.6% |
| 30D | +18.0% | -37.8% | +55.8% | +22.3% |
| 3M | +15.7% | -14.1% | +29.8% | +15.6% |
| 6M | +46.6% | +13.1% | +33.5% | +38.4% |
| YTD | +49.5% | +151.8% | -102.3% | +27.1% |
| 1Y | +40.2% | +136.0% | -95.8% | +19.9% |
| 3Y | +87.6% | +217.9% | -130.4% | +47.7% |
| 5Y | +59.3% | +64.1% | -4.8% | +29.9% |
| All | +224.8% | +720.8% | -496.0% | +107.5% |
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