+17.9%
LMT vs PENG
+118.5%
-100.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.4% | -7.9% | -1.4% |
| 7D | -6.3% | +4.5% | -10.8% | -6.3% |
| 30D | -8.5% | -7.1% | -1.4% | -8.5% |
| 3M | +1.8% | -27.3% | +29.1% | +1.7% |
| 6M | -19.9% | +169.6% | -189.5% | -27.0% |
| YTD | +10.6% | +164.6% | -154.1% | +1.2% |
| 1Y | +17.9% | +109.5% | -91.5% | +8.3% |
| All | +17.9% | +118.5% | -100.5% | +8.3% |
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