+417.5%
LIN vs PLUG
+6.6%
+410.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.4% | -8.6% | -1.5% |
| 7D | +0.2% | +5.8% | -5.6% | -0.1% |
| 30D | +6.5% | -18.5% | +25.0% | +7.4% |
| 3M | +5.5% | -30.0% | +35.4% | +7.1% |
| 6M | +3.3% | -56.2% | +59.5% | +7.0% |
| YTD | +22.0% | -26.4% | +48.4% | +22.0% |
| 1Y | +25.7% | -42.2% | +68.0% | +27.1% |
| 3Y | +36.2% | -76.8% | +113.1% | +35.7% |
| 5Y | +66.1% | -96.2% | +162.3% | +82.0% |
| All | +417.5% | +6.6% | +410.9% | +345.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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