+132.2%
LLY vs PLUG
-78.4%
+210.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.4% | -8.2% | -0.9% |
| 7D | -4.5% | +5.8% | -10.3% | -4.5% |
| 30D | +13.9% | -18.5% | +32.4% | +14.1% |
| 3M | +13.8% | -30.0% | +43.7% | +14.1% |
| 6M | +37.6% | -56.2% | +93.8% | +38.7% |
| YTD | +26.6% | -26.4% | +53.0% | +26.4% |
| 1Y | +45.3% | -42.2% | +87.6% | +45.5% |
| 3Y | +132.2% | -76.8% | +209.1% | +127.1% |
| All | +132.2% | -78.4% | +210.6% | +127.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling