+194.3%
LMT vs PLUG
-16.2%
+210.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.8% | +7.8% | -0.8% |
| 7D | +4.8% | -8.1% | +13.0% | +5.0% |
| 30D | +19.9% | -20.5% | +40.4% | +20.2% |
| 3M | +0.2% | -45.9% | +46.0% | +1.1% |
| 6M | +17.4% | -65.2% | +82.6% | +19.3% |
| YTD | +27.2% | -37.1% | +64.2% | +27.4% |
| 1Y | +35.6% | -54.6% | +90.2% | +36.5% |
| 3Y | +47.1% | -64.9% | +112.0% | +45.7% |
| 5Y | +103.7% | -97.1% | +200.8% | +115.4% |
| All | +194.3% | -16.2% | +210.5% | +152.9% |
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 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