+55.6%
LNT vs PENG
+66.2%
-10.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.8% |
| 7D | -0.5% | +34.6% | -35.1% | -0.6% |
| 30D | +9.9% | -35.9% | +45.9% | +10.3% |
| 3M | +4.8% | -14.7% | +19.5% | +4.8% |
| 6M | +2.2% | +13.5% | -11.4% | +1.2% |
| YTD | +15.9% | +156.1% | -140.3% | +12.6% |
| 1Y | +10.6% | +141.3% | -130.8% | +7.6% |
| 3Y | +66.1% | +223.4% | -157.4% | +56.8% |
| 5Y | +55.6% | +67.4% | -11.8% | +40.3% |
| All | +55.6% | +66.2% | -10.6% | +40.3% |
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