+46.1%
LNG vs PLUG
-58.9%
+105.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.5% | +10.2% | -0.5% |
| 7D | +11.3% | -23.4% | +34.8% | +10.5% |
| 30D | +10.6% | -23.4% | +34.1% | +9.9% |
| 3M | +16.1% | -51.7% | +67.9% | +14.1% |
| 6M | +29.6% | -72.0% | +101.5% | +27.6% |
| YTD | +60.3% | -43.7% | +104.0% | +56.8% |
| 1Y | +46.1% | -55.4% | +101.5% | +41.5% |
| All | +46.1% | -58.9% | +105.0% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling