+50.1%
LH vs PENG
+88.9%
-38.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.4% | -11.5% | +1.0% |
| 7D | +1.4% | -19.4% | +20.9% | +1.3% |
| 30D | +17.5% | -42.4% | +59.9% | +17.0% |
| 3M | +16.1% | -25.6% | +41.7% | +15.8% |
| 6M | +43.4% | +7.3% | +36.1% | +38.1% |
| YTD | +47.2% | +113.9% | -66.7% | +34.0% |
| 1Y | +50.1% | +93.6% | -43.4% | +36.8% |
| All | +50.1% | +88.9% | -38.8% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling