+60.5%
LHX vs PLUG
-63.1%
+123.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.0% | +10.7% | +1.7% |
| 7D | -0.6% | -3.2% | +2.6% | -0.6% |
| 30D | +16.5% | -18.7% | +35.2% | +16.6% |
| 3M | -4.3% | -35.3% | +31.0% | -4.0% |
| 6M | -7.1% | -56.2% | +49.2% | -6.4% |
| YTD | -4.8% | -30.7% | +25.9% | -4.9% |
| 1Y | -5.5% | -46.7% | +41.1% | -5.4% |
| 3Y | +60.5% | -61.3% | +121.8% | +60.1% |
| All | +60.5% | -63.1% | +123.6% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling