This is an interesting question -- Ignoring missed games, was a healthy Lemieux as peer-dominant as Gretzky? I suspect if we look at this season-by-season, he isn't. But maybe in sum, he is...?
Taking Gretzky's best/prime years as 1980-81 to 1987-88, and then adding 1990-91 as the 9th season, while taking Lemieux's best/prime years as 1985-86 to 1996-97 (ignoring 1990-91 and 1993-94 and 1995 as he barely played) to make his 9 seasons, and then
ignoring each other as competition (i.,e., it's imagining Gretzky without the existence of Lemieux and Lemieux without the existence of Gretzky), I come up with the following (all stats are points-per-game and rankings are only for players with min. 50% of seasonal games played):
Gretzky
1981: 1. Gretzky 2.05 / 2. Dionne 1.69 / 3. Nilsson 1.64 / 5. Chouinard 1.60 / 10. Lafleur 1.37
1982: 1. Gretzky 2.65 / 2. Bossy 1.84 / 3. Stastny 1.74 / 5. Trottier 1.61 / 10. Ciccarelli 1.39
1983: 1. Gretzky 2.45 / 2. Stastny 1.65 / 3. Savard 1.55 / 5. Anderson 1.44 / 10. Goulet 1.31
1984: 1. Gretzky 2.77 / 2. Kurri 1.69 / 3. Bossy 1.76 / 5. Goulet 1.63 / 10. Messier 1.38
1985: 1. Gretzky 2.60 / 2. Kurri 1.85 / 3. Hawerchuk 1.63 / 5. Bossy 1.54 / 10. Federko 1.36
1986: 1. Gretzky 2.69 / 2. Coffey 1.75 / 3. Kurri 1.68 / 5. Bossy 1.54 / 10. Naslund 1.38
1987: 1. Gretzky 2.32 / 2. Messier 1.39 / 3. Kurri 1.37 / 5. Ciccarelli 1.29 / 10. Hawerchuk 1.25
1988: 1. Gretzky 2.33 / 2. Savard 1.64 / 3. Yzerman 1.59 / 5. Stastny 1.46 / 10. Loob 1.33
1991: 1. Gretzky 2.09 / 2. Oates 1.89 / 3. Hull 1.68 / 5. Cullen 1.41 / 10. Fleury 1.32
PPG Averages (based on per season, not per game [I do not have time....!])
Gretzky 2.44 / 2nd - 1.71 / 3rd - 1.63 / 5th - 1.50 / 10th - 1.34
Gretzky's competition expressed as % of his total
Gretzky - 100 / 2nd - 70.0 / 3rd - 66.8 / 5th - 61.5 / 10th - 54.9
Lemieux:
1986: 1. Lemieux 1.78 / 2. Coffey 1.75 / 3. Kurri 1.68 / 5. Bossy 1.54 / 10. Naslund 1.38
1987: 1. Lemieux 1.70 / 2. Messier 1.39 / 3. Kurri 1.37 / 5. Ciccarelli 1.29 / 10. Hawerchuk 1.25
1988: 1. Lemieux 2.18 / 2. Savard 1.64 / 3. Yzerman 1.59 / 5. Stastny 1.46 / 10. Loob 1.33
1989: 1. Lemieux 2.62 / 2. Yzerman 1.94 / 3. Nicholls 1.90 / 5. Coffey 1.51 / 10. Hawerchuk 1.28
1990: 1. Lemieux 2.08 / 2. Messier 1.63 / 3. Yzerman 1.61 / 5. Nicholls 1.42 / 10. Tocchet 1.28
1992: 1. Lemieux 2.05 / 2. Lafontaine 1.63 / 3. Stevens 1.54 / 5. Sakic 1.36 / 10. Leetch 1.28
1993: 1. Lemieux 2.67 / 2. Lafontaine 1.76 / 3. Oates 1.69 / 5. Yzerman 1.63 / 10. Robitaille 1.49
1996: 1. Lemieux 2.30 / 2. Jagr 1.82 / 3. Lindros 1.58 / 5. Sakic 1.46 / 10. Messier 1.34
1997: 1. Lemieux 1.61 / 2. Lindros 1.52 / 3. Jagr 1.51 / 5. Selanne 1.40 / 10. Sakic 1.14
PPG Averages (based on per season, not per game)
Lemieux 2.11 / 2nd - 1.68 / 3rd - 1.61 / 5th - 1.45 / 10th - 1.31
Lemieux's competition expressed as % of his total
Lemieux - 100 / 2nd - 79.6 / 3rd - 76.3 / 5th - 68.7 / 10th - 62.1
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9 seasons: Challengers to Gretzky vs. Challengers to Lemieux
to Gretzky --- 70.0 / 66.8 / 61.5 / 54.9
to Lemieux -- 79.6 / 76.3 / 68.7 / 62.1
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So, based on these 9 seasons I've selected, it's quite clear that Gretzky was considerably more peer dominant in the scoring race than Lemieux was.
But then, I thought, for "peak" purposes, what if we take the top-3 seasons by each? So, then, it would be (I guess) Gretzky '82, '84, '87 vs (I guess) Lemieux '88, '89, '93. It comes out like this:
PPG Averages (based on 3 "peak domination" seasons)
Gretzky 2.58 / 2nd - 1.64 / 3rd - 1.62 / 5th - 1.51 / 10th - 1.34
Lemieux 2.49 / 2nd - 1.78 / 3rd - 1.73 / 5th - 1.53 / 10th - 1.37
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Peak-domination 3 seasons: Challengers to Gretzky vs. Challengers to Lemieux
to Gretzky --- 63.6 / 62.8 / 58.5 / 51.9
to Lemieux -- 71.5 / 69.5 / 61.4 / 55.0
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So, based on the 3 peak-domination seasons I've selected, it's yet again quite clear that Gretzky was considerably more peer dominant than Lemieux.
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To the other point made by
@TANK200: While
I personally do consider Lemieux the greatest goal-scorer in NHL history, I think the frequently seen argument that he "adapt(ed) better to a league that was becoming more defensive", in comparison to Gretzky, is a bit overblown. Gretzky's prime ended in September 1991. That season, he'd been 4th in ES goal scoring, so he could still get it done, goals-wise. And while his 45-ish goals pace his first three years in L.A. was a fall off from early/mid-80s' Edmonton, it wasn't because the League was becoming more defensive in 1988-89, for example (when
four players scored 150 points!). In other words, Gretzky's fall off in goal production happened because his prime ended (for a few reasons), regardless of League defensive changes.
League defense, for example, was not a factor in 1992-93 (L.A. was a very high scoring team that year, 21 players scored 100+ points, and a rookie scored 76 goals), yet Gretzky's goal scoring fell off the map that 1/2 season. This had nothing to do with League defense.