+70.3%
LNT vs PENG
+209.7%
-139.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +0.4% |
| 7D | +1.0% | +13.2% | -12.2% | +1.3% |
| 30D | +9.6% | -29.9% | +39.5% | +9.1% |
| 3M | +5.4% | -22.2% | +27.6% | +5.1% |
| 6M | +3.1% | -1.9% | +5.0% | +3.4% |
| YTD | +16.5% | +142.1% | -125.7% | +18.0% |
| 1Y | +12.3% | +151.5% | -139.2% | +13.9% |
| 3Y | +70.3% | +206.9% | -136.6% | +71.1% |
| All | +70.3% | +209.7% | -139.4% | +71.1% |
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 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