+5,546.6%
LMT vs PLUG
-99.1%
+5,645.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.4% | -9.0% | -1.7% |
| 7D | -11.0% | +5.8% | -16.8% | -11.1% |
| 30D | +13.6% | -18.5% | +32.1% | +14.1% |
| 3M | -2.1% | -30.0% | +27.8% | -1.4% |
| 6M | +11.7% | -56.2% | +67.9% | +13.5% |
| YTD | +19.4% | -26.4% | +45.8% | +19.4% |
| 1Y | +24.1% | -42.2% | +66.3% | +24.7% |
| 3Y | +36.2% | -76.8% | +113.0% | +35.8% |
| 5Y | +90.7% | -96.2% | +186.9% | +97.0% |
| 10Y | +212.5% | +2.1% | +210.4% | +180.0% |
| All | +5,546.6% | -99.1% | +5,645.7% | +4,904.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling