+68.0%
LIN vs PLUG
-96.6%
+164.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.5% | +6.9% | -0.4% |
| 7D | +3.6% | -4.9% | +8.5% | +3.7% |
| 30D | +6.4% | -27.4% | +33.8% | +7.5% |
| 3M | +6.5% | -35.7% | +42.2% | +8.0% |
| 6M | +4.9% | -59.3% | +64.2% | +7.8% |
| YTD | +23.4% | -31.5% | +54.9% | +23.7% |
| 1Y | +26.3% | -48.9% | +75.2% | +27.9% |
| 3Y | +38.0% | -79.6% | +117.6% | +40.3% |
| 5Y | +68.0% | -96.5% | +164.5% | +96.7% |
| All | +68.0% | -96.6% | +164.6% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling