+800.2%
LNG vs PLUG
-25.0%
+825.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.5% | +10.2% | +0.2% |
| 7D | +11.3% | -23.4% | +34.8% | +12.6% |
| 30D | +10.6% | -23.4% | +34.1% | +11.8% |
| 3M | +16.1% | -51.7% | +67.9% | +19.8% |
| 6M | +29.6% | -72.0% | +101.5% | +36.8% |
| YTD | +60.3% | -43.7% | +104.0% | +62.0% |
| 1Y | +46.1% | -55.4% | +101.5% | +49.1% |
| 3Y | +85.9% | -68.0% | +154.0% | +81.0% |
| 5Y | +210.8% | -97.4% | +308.3% | +247.1% |
| All | +800.2% | -25.0% | +825.2% | +646.8% |
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 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