+61.3%
LHX vs PLUG
-72.4%
+133.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.3% |
| 7D | -2.5% | +8.1% | -10.6% | -2.6% |
| 30D | -10.4% | +3.7% | -14.0% | -10.4% |
| 3M | -14.9% | -29.2% | +14.2% | -14.6% |
| 6M | -29.6% | +6.1% | -35.7% | -29.9% |
| YTD | -11.8% | +14.7% | -26.5% | -12.3% |
| 1Y | -5.1% | +56.9% | -62.0% | -5.8% |
| 3Y | +61.3% | -71.6% | +132.9% | +66.2% |
| All | +61.3% | -72.4% | +133.8% | +66.2% |
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