+188.9%
LMT vs PLUG
+56.9%
+132.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.1% | +2.0% |
| 7D | -1.5% | +8.1% | -9.7% | -1.7% |
| 30D | -8.2% | +3.7% | -11.9% | -8.3% |
| 3M | +3.7% | -29.2% | +32.9% | +4.3% |
| 6M | -19.2% | +6.1% | -25.3% | -19.5% |
| YTD | +12.9% | +14.7% | -1.9% | +12.0% |
| 1Y | +19.8% | +56.9% | -37.1% | +17.9% |
| 3Y | +37.3% | -71.6% | +108.9% | +37.8% |
| 5Y | +74.4% | -91.0% | +165.4% | +78.7% |
| 10Y | +188.9% | +55.9% | +133.0% | +142.0% |
| All | +188.9% | +56.9% | +132.0% | +142.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling