Thanks for your reply vikpaw, I'm glad I wasn't mistaken about there being an obvious lesson monitor report.
I've created an initial report but at the moment I'm totally stumped as to how I can assign the lesson marks to a period. I'm assuming it must be possible as I found a similar report on this forum which only picks up period 1 marks, but I just can't work out how it's done. This is what I have so far: