-42.2%
PLUG vs LDOS
-31.2%
-11.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.3% | +9.7% | +7.6% |
| 7D | +5.8% | -7.2% | +13.0% | +6.4% |
| 30D | -18.5% | +16.8% | -35.4% | -20.9% |
| 3M | -30.0% | -1.6% | -28.4% | -30.0% |
| 6M | -56.2% | -1.0% | -55.2% | -55.2% |
| YTD | -26.4% | -25.8% | -0.6% | -15.8% |
| 1Y | -42.2% | -31.1% | -11.1% | -32.4% |
| All | -42.2% | -31.2% | -11.0% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling