+7.1%
PLUG vs LDOS
+256.7%
-249.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.1% | -7.6% | -7.6% |
| 7D | -4.9% | -3.7% | -1.2% | -3.7% |
| 30D | -27.4% | +16.4% | -43.8% | -32.8% |
| 3M | -35.7% | +7.4% | -43.1% | -38.6% |
| 6M | -59.3% | -0.3% | -59.0% | -60.1% |
| YTD | -31.5% | -24.0% | -7.5% | -23.7% |
| 1Y | -48.9% | -29.6% | -19.3% | -40.9% |
| 3Y | -79.6% | +35.1% | -114.7% | -84.2% |
| 5Y | -96.5% | +52.9% | -149.4% | -97.5% |
| All | +7.1% | +256.7% | -249.5% | -32.8% |
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