+15.1%
PLUG vs LDOS
+248.5%
-233.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.3% | +9.7% | +8.4% |
| 7D | +5.8% | -7.2% | +13.0% | +8.9% |
| 30D | -18.5% | +16.8% | -35.4% | -24.9% |
| 3M | -30.0% | -1.6% | -28.4% | -30.3% |
| 6M | -56.2% | -1.0% | -55.2% | -57.0% |
| YTD | -26.4% | -25.8% | -0.6% | -17.3% |
| 1Y | -42.2% | -31.1% | -11.1% | -32.6% |
| 3Y | -76.8% | +32.8% | -109.6% | -82.0% |
| 5Y | -96.2% | +49.4% | -145.6% | -97.3% |
| All | +15.1% | +248.5% | -233.4% | -27.2% |
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