+22.6%
LII vs PENG
+31.0%
-8.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -23.0% | +20.2% | +0.9% |
| 7D | +0.2% | -36.7% | +36.9% | +6.9% |
| 30D | -4.6% | -42.0% | +37.4% | +2.3% |
| 3M | -21.7% | -33.2% | +11.5% | -18.8% |
| 6M | -32.8% | +2.1% | -34.9% | -38.8% |
| YTD | -27.5% | +90.3% | -117.8% | -43.1% |
| 1Y | -28.0% | +67.7% | -95.6% | -42.1% |
| 3Y | -7.2% | +154.2% | -161.5% | -36.7% |
| 5Y | +22.6% | +28.3% | -5.7% | -12.1% |
| All | +22.6% | +31.0% | -8.4% | -12.1% |
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