+169.6%
LNG vs PLUG
-96.4%
+266.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.4% | -8.0% | -0.8% |
| 7D | -15.9% | +5.8% | -21.7% | -16.0% |
| 30D | +2.1% | -18.5% | +20.7% | +2.6% |
| 3M | +4.8% | -30.0% | +34.8% | +5.7% |
| 6M | +6.8% | -56.2% | +63.0% | +9.0% |
| YTD | +44.0% | -26.4% | +70.4% | +43.7% |
| 1Y | +34.9% | -42.2% | +77.2% | +35.5% |
| 3Y | +67.3% | -76.8% | +144.1% | +69.0% |
| All | +169.6% | -96.4% | +266.0% | +207.8% |
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 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