+43.8%
LH vs PENG
+108.0%
-64.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.3% | -7.8% | +1.5% |
| 7D | +4.6% | -3.8% | +8.4% | +4.5% |
| 30D | +19.1% | -40.1% | +59.2% | +18.5% |
| 3M | +16.7% | -21.8% | +38.5% | +16.5% |
| 6M | +47.0% | +3.3% | +43.7% | +43.0% |
| YTD | +49.3% | +133.6% | -84.3% | +37.0% |
| All | +43.8% | +108.0% | -64.2% | +31.3% |
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