+146.1%
LTH vs PENG
+31.0%
+115.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -23.0% | +23.8% | +4.8% |
| 7D | +5.3% | -36.7% | +42.0% | +13.0% |
| 30D | +18.3% | -42.0% | +60.3% | +27.7% |
| 3M | +5.4% | -33.2% | +38.6% | +9.7% |
| 6M | +62.5% | +2.1% | +60.4% | +43.7% |
| YTD | +79.6% | +90.3% | -10.6% | +34.3% |
| 1Y | +88.1% | +67.7% | +20.5% | +44.4% |
| 3Y | +272.5% | +154.2% | +118.2% | +127.0% |
| 5Y | +146.1% | +28.3% | +117.8% | +75.8% |
| All | +146.1% | +31.0% | +115.1% | +75.8% |
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