+187.0%
LMT vs PPL
+52.7%
+134.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.6% |
| 7D | -1.3% | 0.0% | -1.4% | -1.3% |
| 30D | -12.5% | -1.3% | -11.3% | -12.1% |
| 3M | -0.5% | -2.6% | +2.1% | +0.4% |
| 6M | -20.0% | -8.4% | -11.6% | -17.4% |
| YTD | +10.4% | +0.2% | +10.2% | +9.8% |
| 1Y | +17.7% | -0.2% | +17.9% | +17.2% |
| 3Y | +34.3% | +52.9% | -18.6% | +11.1% |
| 5Y | +71.8% | +36.8% | +35.0% | +47.1% |
| 10Y | +187.0% | +57.6% | +129.4% | +128.1% |
| All | +187.0% | +52.7% | +134.3% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PPL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling