+202.1%
LMT vs PPL
+62.1%
+140.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | -8.5% | -1.2% | -7.3% | -8.1% |
| 30D | +15.4% | +4.2% | +11.2% | +13.5% |
| 3M | +0.7% | +1.5% | -0.9% | -0.1% |
| 6M | +17.6% | +1.0% | +16.6% | +16.8% |
| YTD | +23.8% | +4.4% | +19.4% | +21.0% |
| 1Y | +31.6% | +0.8% | +30.9% | +30.5% |
| 3Y | +44.0% | +56.5% | -12.5% | +17.8% |
| 5Y | +98.8% | +47.7% | +51.2% | +64.5% |
| 10Y | +202.1% | +64.4% | +137.7% | +142.3% |
| All | +202.1% | +62.1% | +140.0% | +142.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling