+74.4%
LMT vs PENG
+107.7%
-33.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.1% |
| 7D | -1.5% | +7.8% | -9.3% | -1.5% |
| 30D | -8.2% | -12.2% | +4.0% | -8.3% |
| 3M | +3.7% | -20.6% | +24.4% | +3.6% |
| 6M | -19.2% | +180.9% | -200.1% | -20.0% |
| YTD | +12.9% | +162.3% | -149.4% | +11.7% |
| 1Y | +19.8% | +107.3% | -87.5% | +18.6% |
| 3Y | +37.3% | +110.8% | -73.5% | +35.7% |
| 5Y | +74.4% | +117.8% | -43.5% | +67.9% |
| All | +74.4% | +107.7% | -33.3% | +67.9% |
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