+279.3%
LTH vs PENG
+153.0%
+126.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -23.0% | +23.8% | +3.2% |
| 7D | +5.3% | -36.7% | +42.0% | +9.9% |
| 30D | +18.3% | -42.0% | +60.3% | +23.9% |
| 3M | +5.4% | -33.2% | +38.6% | +7.9% |
| 6M | +62.5% | +2.1% | +60.4% | +47.6% |
| YTD | +79.6% | +90.3% | -10.6% | +44.6% |
| 1Y | +88.1% | +67.7% | +20.5% | +54.2% |
| All | +279.3% | +153.0% | +126.2% | +128.6% |
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