+222.0%
LHX vs PLUG
+53.3%
+168.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.1% |
| 7D | -4.3% | -3.2% | -1.0% | -4.1% |
| 30D | -15.1% | -8.3% | -6.8% | -14.9% |
| 3M | -21.0% | -25.8% | +4.8% | -20.2% |
| 6M | -32.0% | -5.8% | -26.2% | -32.3% |
| YTD | -15.3% | +6.6% | -21.9% | -16.4% |
| 1Y | -11.1% | +39.1% | -50.1% | -13.7% |
| 3Y | +54.0% | -73.7% | +127.7% | +53.8% |
| 5Y | +17.1% | -91.3% | +108.4% | +20.3% |
| All | +222.0% | +53.3% | +168.8% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling