+11,252.2%
LMT vs PEG
+2,880.5%
+8,371.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.2% | -0.9% | +0.7% | +0.1% |
| 30D | -13.1% | -3.7% | -9.4% | -12.0% |
| 3M | -3.9% | -7.3% | +3.4% | -1.7% |
| 6M | -18.3% | -10.5% | -7.8% | -15.6% |
| YTD | +10.3% | -7.5% | +17.8% | +12.7% |
| 1Y | +14.2% | -8.7% | +23.0% | +17.0% |
| 3Y | +35.0% | +31.4% | +3.6% | +22.2% |
| 5Y | +73.2% | +37.8% | +35.5% | +53.2% |
| 10Y | +186.8% | +148.0% | +38.8% | +110.1% |
| All | +11,252.2% | +2,880.5% | +8,371.7% | +4,108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling