+1,612.0%
LLY vs PLUG
+43.7%
+1,568.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.0% |
| 7D | -2.1% | -0.9% | -1.2% | -2.1% |
| 30D | -1.6% | +3.3% | -4.9% | -1.7% |
| 3M | +2.3% | -39.7% | +42.0% | +3.6% |
| 6M | +14.9% | -12.5% | +27.4% | +14.8% |
| YTD | +7.5% | +10.2% | -2.7% | +6.4% |
| 1Y | +55.7% | +50.7% | +5.0% | +52.0% |
| 3Y | +110.6% | -74.5% | +185.1% | +110.5% |
| 5Y | +363.4% | -91.8% | +455.2% | +372.1% |
| All | +1,612.0% | +43.7% | +1,568.3% | +1,448.6% |
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