+169.7%
LMT vs PENG
+661.7%
-491.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.3% | -5.5% | +3.4% |
| 7D | -8.5% | -3.8% | -4.8% | -8.5% |
| 30D | +15.4% | -40.1% | +55.5% | +17.2% |
| 3M | +0.7% | -21.8% | +22.4% | +0.9% |
| 6M | +17.6% | +3.3% | +14.3% | +15.1% |
| YTD | +23.8% | +133.6% | -109.8% | +15.8% |
| 1Y | +31.6% | +110.7% | -79.1% | +23.6% |
| 3Y | +44.0% | +204.3% | -160.3% | +29.4% |
| 5Y | +98.8% | +54.4% | +44.5% | +82.0% |
| All | +169.7% | +661.7% | -491.9% | +122.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling