-9.3%
LHX vs PENG
+120.5%
-129.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.1% | +2.6% | -6.7% |
| 7D | -0.3% | -20.5% | +20.1% | -1.0% |
| 30D | +9.7% | -20.4% | +30.0% | +9.0% |
| 3M | -8.5% | -16.4% | +7.9% | -8.9% |
| 6M | -15.1% | +49.2% | -64.3% | -17.3% |
| YTD | -10.4% | +147.2% | -157.6% | -19.0% |
| 1Y | -9.3% | +124.7% | -134.0% | -16.8% |
| All | -9.3% | +120.5% | -129.8% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling