+3.7%
PEP vs LMT
+26.0%
-22.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.9% | +10.6% | +4.2% |
| 7D | +7.4% | -5.5% | +12.9% | +7.7% |
| 30D | +13.3% | +17.5% | -4.1% | +11.4% |
| 3M | +3.5% | +1.6% | +1.9% | +2.5% |
| 6M | -5.9% | +16.3% | -22.2% | -7.6% |
| YTD | +2.3% | +25.3% | -23.0% | -1.6% |
| 1Y | +3.7% | +25.9% | -22.2% | +0.1% |
| All | +3.7% | +26.0% | -22.3% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 1y: compounded portfolio wealth divided by compounded LMT 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…
1y analysis · Full analysis span regression · 6 months rolling