+189.9%
LQD vs PLUG
-96.3%
+286.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.1% |
| 7D | -0.4% | -0.9% | +0.5% | -0.4% |
| 30D | -0.8% | +3.3% | -4.1% | -0.8% |
| 3M | -1.9% | -39.7% | +37.8% | -1.4% |
| 6M | -2.7% | -12.5% | +9.8% | -2.7% |
| YTD | -1.3% | +10.2% | -11.4% | -1.6% |
| 1Y | 0.0% | +50.7% | -50.7% | -1.0% |
| 3Y | +14.9% | -74.5% | +89.4% | +14.6% |
| 5Y | -4.6% | -91.8% | +87.2% | -4.2% |
| 10Y | +22.0% | +43.7% | -21.7% | +18.0% |
| All | +189.9% | -96.3% | +286.2% | +174.1% |
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