+185.8%
LMT vs PPG
+26.9%
+158.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.2% | -6.2% | +6.0% | +1.1% |
| 30D | -13.1% | -7.9% | -5.1% | -11.6% |
| 3M | -3.9% | -10.2% | +6.3% | -2.0% |
| 6M | -18.3% | +2.7% | -20.9% | -19.3% |
| YTD | +10.3% | +4.9% | +5.5% | +8.0% |
| 1Y | +14.2% | -3.2% | +17.4% | +13.7% |
| 3Y | +35.0% | -17.0% | +52.0% | +37.3% |
| 5Y | +73.2% | -23.3% | +96.6% | +76.6% |
| All | +185.8% | +26.9% | +158.9% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling