+4,456.8%
LHX vs PLUG
-98.6%
+4,555.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -1.9% |
| 7D | -2.0% | -0.9% | -1.0% | -1.9% |
| 30D | -9.9% | +3.3% | -13.3% | -10.2% |
| 3M | -16.5% | -39.7% | +23.2% | -14.3% |
| 6M | -29.6% | -12.5% | -17.1% | -29.8% |
| YTD | -11.6% | +10.2% | -21.7% | -13.4% |
| 1Y | -4.1% | +50.7% | -54.8% | -9.0% |
| 3Y | +53.3% | -74.5% | +127.8% | +51.4% |
| 5Y | +22.3% | -91.8% | +114.0% | +25.2% |
| 10Y | +231.9% | +43.7% | +188.2% | +151.7% |
| All | +4,456.8% | -98.6% | +4,555.4% | +2,255.9% |
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