-4.4%
LQD vs PLUG
-91.6%
+87.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.1% |
| 7D | +0.2% | +8.1% | -7.9% | +0.1% |
| 30D | -0.6% | +3.7% | -4.3% | -0.7% |
| 3M | -1.2% | -29.2% | +27.9% | -0.6% |
| 6M | -1.9% | +6.1% | -8.0% | -2.4% |
| YTD | -1.3% | +14.7% | -16.0% | -2.0% |
| 1Y | -1.0% | +56.9% | -58.0% | -3.1% |
| 3Y | +15.2% | -71.6% | +86.9% | +15.4% |
| 5Y | -4.4% | -91.0% | +86.6% | -1.9% |
| All | -4.4% | -91.6% | +87.1% | -1.9% |
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