+8.3%
LNT vs PENG
+118.5%
-110.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.5% | +0.1% |
| 7D | -0.1% | +4.5% | -4.6% | 0.0% |
| 30D | -3.2% | -7.1% | +3.9% | -3.2% |
| 3M | -4.1% | -27.3% | +23.2% | -4.1% |
| 6M | -4.6% | +169.6% | -174.1% | -6.5% |
| YTD | +7.0% | +164.6% | -157.6% | +4.9% |
| 1Y | +8.3% | +109.5% | -101.2% | +8.1% |
| All | +8.3% | +118.5% | -110.2% | +8.1% |
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 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