+11,380.6%
LMT vs PPG
+2,572.2%
+8,808.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.0% | +1.6% |
| 7D | -0.5% | -5.1% | +4.6% | +0.8% |
| 30D | -10.8% | -9.6% | -1.2% | -8.4% |
| 3M | +1.6% | -6.4% | +8.0% | +3.0% |
| 6M | -17.6% | +0.5% | -18.1% | -18.4% |
| YTD | +11.6% | +4.4% | +7.2% | +8.9% |
| 1Y | +17.2% | -0.9% | +18.1% | +15.8% |
| 3Y | +35.7% | -17.0% | +52.7% | +38.2% |
| 5Y | +75.2% | -23.7% | +98.9% | +77.5% |
| 10Y | +190.1% | +25.9% | +164.2% | +146.1% |
| All | +11,380.6% | +2,572.2% | +8,808.4% | +4,532.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling