+140.9%
LMT vs PENG
+762.7%
-621.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.4% | -7.9% | -1.7% |
| 7D | -6.3% | +4.5% | -10.8% | -6.4% |
| 30D | -8.5% | -7.1% | -1.4% | -8.3% |
| 3M | +1.8% | -27.3% | +29.1% | +2.4% |
| 6M | -19.9% | +169.6% | -189.5% | -25.0% |
| YTD | +10.6% | +164.6% | -154.1% | +3.6% |
| 1Y | +17.9% | +109.5% | -91.5% | +11.5% |
| 3Y | +27.0% | +98.9% | -72.0% | +17.3% |
| 5Y | +68.7% | +116.3% | -47.6% | +51.5% |
| All | +140.9% | +762.7% | -621.8% | +99.1% |
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