+40.2%
LH vs PENG
+120.3%
-80.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -10.0% | +0.4% |
| 7D | +1.2% | +1.9% | -0.7% | +1.2% |
| 30D | +18.0% | -37.8% | +55.8% | +17.5% |
| 3M | +15.7% | -14.1% | +29.8% | +15.5% |
| 6M | +46.6% | +13.1% | +33.5% | +41.7% |
| YTD | +49.5% | +151.8% | -102.3% | +34.3% |
| 1Y | +40.2% | +136.0% | -95.8% | +26.0% |
| All | +40.2% | +120.3% | -80.1% | +26.0% |
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