+178.6%
LHX vs PENG
+762.7%
-584.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.1% | -2.0% |
| 7D | -2.0% | +4.5% | -6.5% | -2.2% |
| 30D | -9.9% | -7.1% | -2.8% | -9.7% |
| 3M | -16.5% | -27.3% | +10.8% | -15.9% |
| 6M | -29.6% | +169.6% | -199.2% | -34.9% |
| YTD | -11.6% | +164.6% | -176.2% | -18.3% |
| 1Y | -4.1% | +109.5% | -113.5% | -10.3% |
| 3Y | +53.3% | +98.9% | -45.7% | +39.4% |
| 5Y | +22.3% | +116.3% | -94.0% | +8.1% |
| All | +178.6% | +762.7% | -584.1% | +122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling