-76.7%
PLUG vs LDOS
+35.2%
-111.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.4% |
| 7D | +2.8% | -2.8% | +5.6% | +3.1% |
| 30D | -22.8% | +13.6% | -36.3% | -24.9% |
| 3M | -32.4% | +4.2% | -36.6% | -33.3% |
| 6M | -53.4% | -8.2% | -45.2% | -52.4% |
| YTD | -25.9% | -24.1% | -1.8% | -19.7% |
| 1Y | -42.1% | -31.2% | -10.8% | -35.8% |
| All | -76.7% | +35.2% | -111.9% | -76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling