+61.3%
LHX vs PENG
+111.6%
-50.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -2.5% | +7.8% | -10.3% | -2.5% |
| 30D | -10.4% | -12.2% | +1.8% | -10.4% |
| 3M | -14.9% | -20.6% | +5.7% | -14.7% |
| 6M | -29.6% | +180.9% | -210.6% | -30.9% |
| YTD | -11.8% | +162.3% | -174.1% | -13.4% |
| 1Y | -5.1% | +107.3% | -112.4% | -6.7% |
| 3Y | +61.3% | +110.8% | -49.5% | +56.5% |
| All | +61.3% | +111.6% | -50.3% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling