+99.9%
LMT vs PENG
+56.5%
+43.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.1% | -1.4% |
| 7D | +5.1% | +13.2% | -8.1% | +5.2% |
| 30D | +14.1% | -29.9% | +44.1% | +13.8% |
| 3M | +0.3% | -22.2% | +22.5% | 0.0% |
| 6M | +16.1% | -1.9% | +18.0% | +15.7% |
| YTD | +25.5% | +142.1% | -116.7% | +24.4% |
| 1Y | +34.1% | +151.5% | -117.4% | +33.0% |
| 3Y | +45.1% | +206.9% | -161.9% | +43.4% |
| All | +99.9% | +56.5% | +43.3% | +98.0% |
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