+45.1%
LMT vs PLUG
-66.9%
+111.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -10.5% | +9.2% | -1.5% |
| 7D | +5.1% | -23.4% | +28.6% | +4.7% |
| 30D | +14.1% | -23.4% | +37.6% | +13.7% |
| 3M | +0.3% | -51.7% | +52.0% | -0.7% |
| 6M | +16.1% | -72.0% | +88.1% | +14.3% |
| YTD | +25.5% | -43.7% | +69.1% | +24.8% |
| 1Y | +34.1% | -55.4% | +89.6% | +32.9% |
| 3Y | +45.1% | -68.0% | +113.1% | +47.0% |
| All | +45.1% | -66.9% | +111.9% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling