-78.4%
PLUG vs LDOS
+35.4%
-113.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.1% | -7.6% | -7.6% |
| 7D | -4.9% | -3.7% | -1.2% | -4.5% |
| 30D | -27.4% | +16.4% | -43.8% | -29.8% |
| 3M | -35.7% | +7.4% | -43.1% | -36.9% |
| 6M | -59.3% | -0.3% | -59.0% | -59.3% |
| YTD | -31.5% | -24.0% | -7.5% | -25.8% |
| 1Y | -48.9% | -29.6% | -19.3% | -43.6% |
| All | -78.4% | +35.4% | -113.8% | -77.9% |
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