+167.2%
LTH vs PENG
+103.0%
+64.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.5% |
| 7D | +6.4% | -16.1% | +22.5% | +8.6% |
| 30D | +16.7% | -41.5% | +58.2% | +26.1% |
| 3M | +11.7% | -19.1% | +30.8% | +12.1% |
| 6M | +48.5% | +0.9% | +47.6% | +33.7% |
| YTD | +78.4% | +128.2% | -49.8% | +29.5% |
| 1Y | +89.7% | +98.6% | -8.9% | +41.8% |
| 3Y | +245.6% | +188.2% | +57.4% | +110.0% |
| 5Y | +142.7% | +55.5% | +87.2% | +65.9% |
| All | +167.2% | +103.0% | +64.2% | +78.4% |
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