+22.4%
LHX vs PLUG
-91.6%
+114.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.4% |
| 7D | -2.5% | +8.1% | -10.6% | -2.7% |
| 30D | -10.4% | +3.7% | -14.0% | -10.5% |
| 3M | -14.9% | -29.2% | +14.2% | -14.2% |
| 6M | -29.6% | +6.1% | -35.7% | -30.1% |
| YTD | -11.8% | +14.7% | -26.5% | -12.8% |
| 1Y | -5.1% | +56.9% | -62.0% | -7.5% |
| 3Y | +61.3% | -71.6% | +132.9% | +63.0% |
| 5Y | +22.4% | -91.0% | +113.4% | +27.6% |
| All | +22.4% | -91.6% | +114.0% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling