+4.0%
PEP vs LMT
+106.8%
-102.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +1.1% | +2.5% | -1.5% | +0.6% |
| 30D | +13.6% | +19.2% | -5.6% | +9.9% |
| 3M | +5.1% | +2.7% | +2.4% | +4.2% |
| 6M | -1.6% | +20.6% | -22.2% | -5.3% |
| YTD | +3.3% | +28.4% | -25.1% | -2.6% |
| 1Y | +3.2% | +36.9% | -33.7% | -4.0% |
| 3Y | -3.9% | +48.5% | -52.4% | -13.6% |
| 5Y | +4.0% | +107.6% | -103.6% | -14.2% |
| All | +4.0% | +106.8% | -102.8% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling