+160.0%
LMT vs PENG
+597.2%
-437.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.4% | -14.0% | -2.0% |
| 7D | -11.0% | -19.4% | +8.5% | -10.4% |
| 30D | +13.6% | -42.4% | +56.0% | +15.5% |
| 3M | -2.1% | -25.6% | +23.5% | -1.7% |
| 6M | +11.7% | +7.3% | +4.4% | +9.0% |
| YTD | +19.4% | +113.9% | -94.5% | +12.0% |
| 1Y | +24.1% | +93.6% | -69.5% | +16.8% |
| 3Y | +36.2% | +170.2% | -134.1% | +23.0% |
| 5Y | +90.7% | +44.2% | +46.5% | +74.9% |
| All | +160.0% | +597.2% | -437.1% | +115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling