+17.9%
LMT vs PEG
-7.0%
+24.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -6.3% | +0.7% | -7.0% | -6.5% |
| 30D | -8.5% | -2.4% | -6.1% | -7.9% |
| 3M | +1.8% | -4.8% | +6.6% | +3.3% |
| 6M | -19.9% | -10.7% | -9.2% | -17.5% |
| YTD | +10.6% | -6.7% | +17.2% | +11.9% |
| 1Y | +17.9% | -6.8% | +24.8% | +20.4% |
| All | +17.9% | -7.0% | +24.9% | +20.4% |
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