+89.7%
LMT vs PENG
+42.1%
+47.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.4% | -14.0% | -1.5% |
| 7D | -11.0% | -19.4% | +8.5% | -11.1% |
| 30D | +13.6% | -42.4% | +56.0% | +13.0% |
| 3M | -2.1% | -25.6% | +23.5% | -2.4% |
| 6M | +11.7% | +7.3% | +4.4% | +11.1% |
| YTD | +19.4% | +113.9% | -94.5% | +18.3% |
| 1Y | +24.1% | +93.6% | -69.5% | +22.9% |
| 3Y | +36.2% | +170.2% | -134.1% | +34.6% |
| All | +89.7% | +42.1% | +47.6% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling