+134.1%
LLY vs PLUG
-79.9%
+213.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.5% | +3.8% | -3.7% |
| 7D | -0.7% | -4.9% | +4.3% | -0.6% |
| 30D | +17.9% | -27.4% | +45.3% | +18.2% |
| 3M | +16.8% | -35.7% | +52.5% | +17.2% |
| 6M | +38.4% | -59.3% | +97.8% | +39.6% |
| YTD | +27.6% | -31.5% | +59.1% | +27.4% |
| 1Y | +48.3% | -48.9% | +97.2% | +48.8% |
| All | +134.1% | -79.9% | +213.9% | +129.1% |
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