+99.9%
LMT vs PPL
+47.4%
+52.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.8% |
| 7D | +5.1% | -0.4% | +5.5% | +5.2% |
| 30D | +14.1% | +2.6% | +11.5% | +13.1% |
| 3M | +0.3% | +0.8% | -0.5% | -0.1% |
| 6M | +16.1% | +1.4% | +14.7% | +15.3% |
| YTD | +25.5% | +4.3% | +21.2% | +23.0% |
| 1Y | +34.1% | +0.8% | +33.4% | +33.1% |
| 3Y | +45.1% | +57.9% | -12.8% | +21.8% |
| All | +99.9% | +47.4% | +52.5% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling