+27.6%
LII vs PENG
+115.2%
-87.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.3% | 0.0% |
| 7D | -0.7% | +4.5% | -5.3% | -1.6% |
| 30D | -12.6% | -7.1% | -5.5% | -11.7% |
| 3M | -24.4% | -27.3% | +2.8% | -22.3% |
| 6M | -28.7% | +169.6% | -198.3% | -45.0% |
| YTD | -19.1% | +164.6% | -183.8% | -37.7% |
| 1Y | -29.7% | +109.5% | -139.2% | -43.7% |
| 3Y | +4.8% | +98.9% | -94.1% | -22.1% |
| All | +27.6% | +115.2% | -87.6% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling