+12,181.0%
LMT vs PPL
+2,158.2%
+10,022.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -11.0% | +0.4% | -11.4% | -11.1% |
| 30D | +13.6% | +5.4% | +8.1% | +11.8% |
| 3M | -2.1% | +4.3% | -6.4% | -3.4% |
| 6M | +11.7% | -1.3% | +13.0% | +12.0% |
| YTD | +19.4% | +4.7% | +14.7% | +17.4% |
| 1Y | +24.1% | +1.3% | +22.8% | +23.2% |
| 3Y | +36.2% | +57.2% | -21.1% | +17.8% |
| 5Y | +90.7% | +48.2% | +42.5% | +66.7% |
| 10Y | +212.5% | +62.7% | +149.7% | +159.7% |
| All | +12,181.0% | +2,158.2% | +10,022.8% | +4,615.3% |
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 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