+38.4%
LLY vs PLUG
-57.1%
+95.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.5% | +3.8% | -3.8% |
| 7D | -0.7% | -4.9% | +4.3% | -0.6% |
| 30D | +17.9% | -27.4% | +45.3% | +17.4% |
| 3M | +16.8% | -35.7% | +52.5% | +16.2% |
| 6M | +38.4% | -59.3% | +97.8% | +41.8% |
| All | +38.4% | -57.1% | +95.6% | +41.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling