-5.5%
LHX vs PENG
+103.2%
-108.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +1.6% |
| 7D | -0.6% | -16.1% | +15.5% | -1.1% |
| 30D | +16.5% | -41.5% | +57.9% | +14.8% |
| 3M | -4.3% | -19.1% | +14.8% | -4.7% |
| 6M | -7.1% | +0.9% | -8.0% | -8.1% |
| YTD | -4.8% | +128.2% | -133.1% | -14.0% |
| 1Y | -5.5% | +98.6% | -104.1% | -12.9% |
| All | -5.5% | +103.2% | -108.7% | -12.9% |
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