Northern Rail don't run trains to Penrith. Only Virgin and Transpennine stop there. There's a map on their website that shows you where they go.
Usually the clue is in the title. However, Penrith (North Lakes) is not included in this offer: "Sorry, no Northern Advance ticket offers are available for this station."
Did Accrington to Windermere last Wednesday and it cost £6.95 each with our railcards. Bargain!
£11 for me.
Where to? The most expensive standard class return ticket from Leeds to Windermere is £53.70, and that's an undiscounted fully flexible anytime return.