+33.6%
LMT vs PLUG
-73.7%
+107.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -1.4% |
| 7D | -6.3% | -0.9% | -5.4% | -6.3% |
| 30D | -8.5% | +3.3% | -11.8% | -8.4% |
| 3M | +1.8% | -39.7% | +41.5% | +1.3% |
| 6M | -19.9% | -12.5% | -7.4% | -20.0% |
| YTD | +10.6% | +10.2% | +0.4% | +10.9% |
| 1Y | +17.9% | +50.7% | -32.7% | +19.9% |
| All | +33.6% | -73.7% | +107.3% | +37.0% |
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