+3,159.9%
PEP vs LMT
+11,710.6%
-8,550.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.3% |
| 7D | -1.4% | -6.3% | +4.9% | 0.0% |
| 30D | +0.2% | -8.5% | +8.7% | +2.2% |
| 3M | -1.1% | +1.8% | -2.9% | -1.9% |
| 6M | -13.5% | -19.9% | +6.5% | -9.5% |
| YTD | -1.2% | +10.6% | -11.8% | -4.3% |
| 1Y | -1.6% | +17.9% | -19.5% | -6.2% |
| 3Y | -12.5% | +27.0% | -39.5% | -18.9% |
| 5Y | +3.0% | +68.7% | -65.6% | -11.5% |
| 10Y | +73.9% | +181.1% | -107.2% | +33.2% |
| All | +3,159.9% | +11,710.6% | -8,550.6% | +1,141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling