+143.5%
LTH vs PENG
+135.3%
+8.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -1.0% |
| 7D | -0.6% | +4.5% | -5.2% | -1.6% |
| 30D | -4.6% | -7.1% | +2.5% | -3.5% |
| 3M | +32.8% | -27.3% | +60.1% | +36.3% |
| 6M | +64.6% | +169.6% | -105.0% | +20.5% |
| YTD | +62.6% | +164.6% | -102.0% | +18.7% |
| 1Y | +49.9% | +109.5% | -59.5% | +14.4% |
| 3Y | +151.3% | +98.9% | +52.4% | +73.0% |
| All | +143.5% | +135.3% | +8.2% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling