+2,053.0%
LLY vs PLUG
-16.2%
+2,069.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.8% | +8.1% | -0.5% |
| 7D | +4.6% | -8.1% | +12.7% | +4.8% |
| 30D | +22.4% | -20.5% | +42.9% | +23.0% |
| 3M | +17.1% | -45.9% | +63.0% | +18.9% |
| 6M | +44.6% | -65.2% | +109.8% | +48.3% |
| YTD | +33.5% | -37.1% | +70.5% | +33.9% |
| 1Y | +41.1% | -54.6% | +95.7% | +42.8% |
| 3Y | +143.8% | -64.9% | +208.6% | +140.7% |
| 5Y | +473.4% | -97.1% | +570.5% | +503.5% |
| All | +2,053.0% | -16.2% | +2,069.2% | +1,862.9% |
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 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