+3,205.8%
LIN vs PLUG
-98.6%
+3,304.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.1% |
| 7D | -2.1% | -0.9% | -1.2% | -2.1% |
| 30D | -2.4% | +3.3% | -5.8% | -2.7% |
| 3M | -5.6% | -39.7% | +34.1% | -3.1% |
| 6M | -3.4% | -12.5% | +9.1% | -3.5% |
| YTD | +13.1% | +10.2% | +3.0% | +10.8% |
| 1Y | +2.5% | +50.7% | -48.2% | -2.8% |
| 3Y | +27.6% | -74.5% | +102.1% | +26.0% |
| 5Y | +63.0% | -91.8% | +154.8% | +67.5% |
| 10Y | +359.3% | +43.7% | +315.6% | +261.4% |
| All | +3,205.8% | -98.6% | +3,304.5% | +2,350.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling