+1,321.8%
LITE vs PLUG
-0.7%
+1,322.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -7.5% | -11.1% | -17.6% |
| 7D | -44.6% | -4.9% | -39.6% | -44.0% |
| 30D | -55.0% | -27.4% | -27.6% | -52.8% |
| 3M | -38.3% | -35.7% | -2.6% | -34.1% |
| 6M | -48.8% | -59.3% | +10.6% | -41.6% |
| YTD | +38.3% | -31.5% | +69.8% | +44.9% |
| 1Y | +119.0% | -48.9% | +167.9% | +136.7% |
| 3Y | +1,092.0% | -79.6% | +1,171.6% | +1,157.2% |
| 5Y | +446.1% | -96.5% | +542.5% | +590.8% |
| All | +1,321.8% | -0.7% | +1,322.5% | +1,032.4% |
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