+2,331.0%
LITE vs PLUG
+43.7%
+2,287.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +3.6% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | +6.7% | +3.3% | +3.3% | +6.2% |
| 3M | -6.8% | -39.7% | +33.0% | 0.0% |
| 6M | +29.4% | -12.5% | +41.9% | +32.4% |
| YTD | +139.1% | +10.2% | +128.9% | +133.7% |
| 1Y | +521.0% | +50.7% | +470.3% | +464.9% |
| 3Y | +1,535.3% | -74.5% | +1,609.8% | +1,561.8% |
| 5Y | +889.8% | -91.8% | +981.6% | +1,007.1% |
| All | +2,331.0% | +43.7% | +2,287.3% | +1,736.1% |
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