+86.9%
LH vs PENG
+191.8%
-104.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | -0.2% |
| 7D | +4.8% | -16.1% | +20.9% | +5.1% |
| 30D | +18.8% | -41.5% | +60.3% | +20.1% |
| 3M | +15.7% | -19.1% | +34.8% | +15.7% |
| 6M | +46.7% | +0.9% | +45.7% | +42.7% |
| YTD | +48.9% | +128.2% | -79.3% | +36.4% |
| 1Y | +43.5% | +98.6% | -55.1% | +32.4% |
| 3Y | +86.9% | +188.2% | -101.3% | +55.6% |
| All | +86.9% | +191.8% | -104.9% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling