+162.1%
LTH vs PENG
+115.3%
+46.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.5% | +7.6% | +3.1% |
| 7D | -1.3% | +13.2% | -14.5% | -3.6% |
| 30D | +15.7% | -29.9% | +45.6% | +21.0% |
| 3M | +5.0% | -22.2% | +27.2% | +6.3% |
| 6M | +37.7% | -1.9% | +39.6% | +25.4% |
| YTD | +75.0% | +142.1% | -67.1% | +25.6% |
| 1Y | +82.6% | +151.5% | -68.9% | +29.5% |
| 3Y | +241.3% | +206.9% | +34.4% | +104.7% |
| 5Y | +135.4% | +58.2% | +77.2% | +59.9% |
| All | +162.1% | +115.3% | +46.8% | +73.0% |
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