+217.0%
LH vs PENG
+520.3%
-303.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -23.0% | +21.8% | +0.9% |
| 7D | -1.3% | -36.7% | +35.4% | +2.5% |
| 30D | +16.6% | -42.0% | +58.6% | +21.6% |
| 3M | +16.0% | -33.2% | +49.2% | +18.7% |
| 6M | +42.0% | +2.1% | +39.9% | +34.7% |
| YTD | +45.9% | +90.3% | -44.4% | +27.6% |
| 1Y | +46.4% | +67.7% | -21.3% | +29.7% |
| 3Y | +79.0% | +154.2% | -75.3% | +43.7% |
| 5Y | +62.3% | +28.3% | +34.0% | +35.4% |
| All | +217.0% | +520.3% | -303.3% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling