+19.8%
LMT vs PLUG
+53.7%
-33.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.1% | +2.0% |
| 7D | -1.5% | +8.1% | -9.7% | -1.6% |
| 30D | -8.2% | +3.7% | -11.9% | -8.3% |
| 3M | +3.7% | -29.2% | +32.9% | +4.2% |
| 6M | -19.2% | +6.1% | -25.3% | -19.9% |
| YTD | +12.9% | +14.7% | -1.9% | +11.4% |
| 1Y | +19.8% | +56.9% | -37.1% | +19.1% |
| All | +19.8% | +53.7% | -33.9% | +19.1% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling