+4,739.3%
LHX vs PLUG
-99.3%
+4,838.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.5% | +10.7% | +0.8% |
| 7D | +4.8% | -23.4% | +28.2% | +6.3% |
| 30D | +14.7% | -23.4% | +38.1% | +16.2% |
| 3M | -5.1% | -51.7% | +46.6% | -1.4% |
| 6M | -9.9% | -72.0% | +62.1% | -3.8% |
| YTD | -6.1% | -43.7% | +37.6% | -4.6% |
| 1Y | -4.0% | -55.4% | +51.4% | -1.3% |
| 3Y | +56.9% | -68.0% | +124.9% | +53.3% |
| 5Y | +36.6% | -97.4% | +134.0% | +50.3% |
| 10Y | +217.5% | -24.5% | +242.0% | +149.8% |
| All | +4,739.3% | -99.3% | +4,838.6% | +2,494.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling