-91.9%
PLUG vs LDOS
+43.9%
-135.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.6% |
| 7D | -0.9% | -5.4% | +4.5% | +1.2% |
| 30D | +3.3% | +4.9% | -1.6% | +1.2% |
| 3M | -39.7% | +7.2% | -46.9% | -41.7% |
| 6M | -12.5% | -24.2% | +11.7% | -1.9% |
| YTD | +10.2% | -25.8% | +36.0% | +24.4% |
| 1Y | +50.7% | -24.7% | +75.4% | +69.4% |
| 3Y | -74.5% | +39.3% | -113.8% | -81.0% |
| All | -91.9% | +43.9% | -135.8% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling