+122.9%
LII vs PENG
+661.7%
-538.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.3% | -7.1% | +0.9% |
| 7D | -1.2% | -3.8% | +2.6% | -1.5% |
| 30D | -2.0% | -40.1% | +38.1% | +3.9% |
| 3M | -20.2% | -21.8% | +1.6% | -19.5% |
| 6M | -32.5% | +3.3% | -35.9% | -36.6% |
| YTD | -27.4% | +133.6% | -161.0% | -40.9% |
| 1Y | -28.2% | +110.7% | -138.9% | -40.7% |
| 3Y | -7.2% | +204.3% | -211.5% | -30.4% |
| 5Y | +19.9% | +54.4% | -34.5% | -5.7% |
| All | +122.9% | +661.7% | -538.7% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling