-8.6%
LII vs PENG
+184.4%
-192.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +12.4% | -14.3% | -3.5% |
| 7D | -0.6% | -19.4% | +18.8% | +1.4% |
| 30D | -4.6% | -42.4% | +37.8% | +1.3% |
| 3M | -21.2% | -25.6% | +4.4% | -20.2% |
| 6M | -36.4% | +7.3% | -43.7% | -42.0% |
| YTD | -28.9% | +113.9% | -142.8% | -44.1% |
| 1Y | -29.5% | +93.6% | -123.1% | -43.7% |
| 3Y | -8.6% | +170.2% | -178.8% | -37.3% |
| All | -8.6% | +184.4% | -192.9% | -37.3% |
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 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