+25.9%
LMT vs PENG
+120.5%
-94.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.1% | +2.2% | -7.1% |
| 7D | -5.5% | -20.5% | +15.0% | -6.1% |
| 30D | +17.5% | -20.4% | +37.8% | +16.7% |
| 3M | +1.6% | -16.4% | +18.0% | +1.0% |
| 6M | +16.3% | +49.2% | -32.9% | +11.4% |
| YTD | +25.3% | +147.2% | -121.9% | +14.2% |
| 1Y | +25.9% | +124.7% | -98.8% | +14.3% |
| All | +25.9% | +120.5% | -94.6% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling