+23.3%
LHX vs PENG
+115.2%
-91.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.1% | -1.7% |
| 7D | -2.0% | +4.5% | -6.5% | -2.0% |
| 30D | -9.9% | -7.1% | -2.8% | -9.9% |
| 3M | -16.5% | -27.3% | +10.8% | -16.1% |
| 6M | -29.6% | +169.6% | -199.2% | -31.7% |
| YTD | -11.6% | +164.6% | -176.2% | -14.3% |
| 1Y | -4.1% | +109.5% | -113.5% | -6.7% |
| 3Y | +53.3% | +98.9% | -45.7% | +47.5% |
| All | +23.3% | +115.2% | -91.9% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling