-6.0%
LHX vs PENG
+106.3%
-112.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -3.7% | +7.3% | -11.0% | -3.6% |
| 30D | -13.2% | -7.5% | -5.7% | -13.2% |
| 3M | -18.4% | -17.2% | -1.1% | -18.0% |
| 6M | -32.0% | +176.7% | -208.7% | -37.1% |
| YTD | -13.6% | +161.0% | -174.7% | -20.1% |
| 1Y | -6.0% | +108.8% | -114.8% | -13.3% |
| All | -6.0% | +106.3% | -112.3% | -13.3% |
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