+43.7%
PLUG vs LDOS
+278.0%
-234.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.6% |
| 7D | -0.9% | -5.4% | +4.5% | +1.6% |
| 30D | +3.3% | +4.9% | -1.6% | +0.7% |
| 3M | -39.7% | +7.2% | -46.9% | -42.3% |
| 6M | -12.5% | -24.2% | +11.7% | -1.4% |
| YTD | +10.2% | -25.8% | +36.0% | +25.1% |
| 1Y | +50.7% | -24.7% | +75.4% | +70.0% |
| 3Y | -74.5% | +39.3% | -113.8% | -80.5% |
| 5Y | -91.8% | +43.3% | -135.1% | -93.9% |
| All | +43.7% | +278.0% | -234.3% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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