+222.0%
LHX vs PEG
+148.0%
+74.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -4.3% | -0.9% | -3.4% | -3.9% |
| 30D | -15.1% | -3.7% | -11.4% | -13.8% |
| 3M | -21.0% | -7.3% | -13.7% | -18.5% |
| 6M | -32.0% | -10.5% | -21.5% | -28.9% |
| YTD | -15.3% | -7.5% | -7.8% | -12.8% |
| 1Y | -11.1% | -8.7% | -2.3% | -8.1% |
| 3Y | +54.0% | +31.4% | +22.7% | +32.0% |
| 5Y | +17.1% | +37.8% | -20.7% | -2.8% |
| All | +222.0% | +148.0% | +74.0% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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