+188.6%
LQD vs PLUG
-97.5%
+286.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.4% | -7.5% | -0.2% |
| 7D | +0.2% | +5.8% | -5.6% | +0.2% |
| 30D | +2.4% | -18.5% | +20.9% | +2.6% |
| 3M | -0.9% | -30.0% | +29.1% | -0.5% |
| 6M | -2.3% | -56.2% | +53.9% | -1.5% |
| YTD | -1.7% | -26.4% | +24.7% | -1.7% |
| 1Y | -1.6% | -42.2% | +40.6% | -1.4% |
| 3Y | +17.6% | -76.8% | +94.4% | +17.5% |
| 5Y | -5.3% | -96.2% | +91.0% | -4.1% |
| 10Y | +23.3% | +2.1% | +21.2% | +19.7% |
| All | +188.6% | -97.5% | +286.1% | +174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling