+25.9%
LMT vs PEG
-6.2%
+32.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.4% | -7.1% |
| 7D | -5.5% | +1.0% | -6.5% | -5.8% |
| 30D | +17.5% | +6.6% | +10.8% | +15.2% |
| 3M | +1.6% | -3.1% | +4.7% | +2.5% |
| 6M | +16.3% | -7.4% | +23.7% | +18.7% |
| YTD | +25.3% | -6.4% | +31.7% | +26.0% |
| 1Y | +25.9% | -7.4% | +33.3% | +27.0% |
| All | +25.9% | -6.2% | +32.0% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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