+11,275.8%
LMT vs PPL
+2,096.5%
+9,179.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -6.3% | +2.7% | -8.9% | -7.0% |
| 30D | -8.5% | +0.5% | -9.0% | -8.7% |
| 3M | +1.8% | +0.7% | +1.2% | +1.5% |
| 6M | -19.9% | -7.6% | -12.3% | -18.2% |
| YTD | +10.6% | +1.8% | +8.7% | +9.7% |
| 1Y | +17.9% | -0.8% | +18.7% | +17.8% |
| 3Y | +27.0% | +56.9% | -29.9% | +9.8% |
| 5Y | +68.7% | +39.5% | +29.1% | +50.1% |
| 10Y | +181.1% | +55.4% | +125.7% | +136.7% |
| All | +11,275.8% | +2,096.5% | +9,179.3% | +4,305.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling