+165.5%
LTH vs PENG
+90.2%
+75.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.4% | -13.7% | -3.5% |
| 7D | +4.5% | -19.4% | +23.9% | +7.3% |
| 30D | +16.3% | -42.4% | +58.7% | +26.0% |
| 3M | +8.4% | -25.6% | +34.0% | +10.6% |
| 6M | +40.3% | +7.3% | +33.0% | +23.5% |
| YTD | +77.3% | +113.9% | -36.6% | +30.3% |
| 1Y | +88.0% | +93.6% | -5.6% | +40.8% |
| 3Y | +274.3% | +170.2% | +104.0% | +130.2% |
| 5Y | +142.9% | +44.2% | +98.7% | +68.2% |
| All | +165.5% | +90.2% | +75.3% | +79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling