+43.9%
LNG vs PENG
+132.5%
-88.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +10.3% | -6.6% | +3.9% |
| 7D | +4.5% | +1.9% | +2.7% | +4.6% |
| 30D | +8.0% | -37.8% | +45.8% | +5.9% |
| 3M | +15.0% | -14.1% | +29.1% | +14.8% |
| 6M | +27.1% | +13.1% | +14.0% | +33.3% |
| YTD | +58.1% | +151.8% | -93.7% | +79.6% |
| All | +43.9% | +132.5% | -88.6% | +63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling