+1,402.3%
LITE vs PLUG
+6.6%
+1,395.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.4% | -1.7% | +4.6% |
| 7D | -35.9% | +5.8% | -41.8% | -36.3% |
| 30D | -51.5% | -18.5% | -33.0% | -49.9% |
| 3M | -35.7% | -30.0% | -5.8% | -32.2% |
| 6M | -43.0% | -56.2% | +13.2% | -35.7% |
| YTD | +46.1% | -26.4% | +72.5% | +51.5% |
| 1Y | +124.7% | -42.2% | +166.9% | +138.9% |
| 3Y | +1,172.1% | -76.8% | +1,248.9% | +1,217.3% |
| 5Y | +477.0% | -96.2% | +573.2% | +622.7% |
| All | +1,402.3% | +6.6% | +1,395.7% | +1,084.5% |
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