+372.0%
LLY vs PLUG
-91.8%
+463.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -0.9% |
| 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% | +3.3% |
| 6M | +14.9% | -12.5% | +27.4% | +14.8% |
| YTD | +7.5% | +10.2% | -2.7% | +6.6% |
| 1Y | +55.7% | +50.7% | +5.0% | +52.9% |
| 3Y | +110.6% | -74.5% | +185.1% | +111.8% |
| All | +372.0% | -91.8% | +463.8% | +377.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling