+57.3%
LLY vs PLUG
-44.1%
+101.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.7% |
| 7D | +10.1% | +2.8% | +7.2% | +10.2% |
| 30D | +24.0% | -22.8% | +46.8% | +23.1% |
| 3M | +27.3% | -32.4% | +59.7% | +25.9% |
| 6M | +47.0% | -53.4% | +100.3% | +45.1% |
| YTD | +32.6% | -25.9% | +58.5% | +32.3% |
| 1Y | +57.3% | -42.1% | +99.4% | +55.9% |
| All | +57.3% | -44.1% | +101.4% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling