+74.7%
LNG vs PLUG
-72.4%
+147.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.1% | -9.6% | -5.5% |
| 7D | -6.2% | +8.1% | -14.3% | -6.2% |
| 30D | +8.0% | +3.7% | +4.3% | +8.0% |
| 3M | +16.9% | -29.2% | +46.1% | +17.2% |
| 6M | +8.7% | +6.1% | +2.6% | +8.4% |
| YTD | +43.0% | +14.7% | +28.3% | +42.5% |
| 1Y | +19.4% | +56.9% | -37.5% | +18.4% |
| 3Y | +74.7% | -71.6% | +146.3% | +80.8% |
| All | +74.7% | -72.4% | +147.1% | +80.8% |
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 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