+2,520.1%
LRCX vs PLUG
-25.0%
+2,545.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -10.5% | +7.1% | -1.7% |
| 7D | +12.7% | -23.4% | +36.2% | +17.5% |
| 30D | -21.3% | -23.4% | +2.2% | -17.8% |
| 3M | -32.9% | -51.7% | +18.8% | -24.7% |
| 6M | -23.4% | -72.0% | +48.6% | -6.7% |
| YTD | +32.4% | -43.7% | +76.0% | +41.9% |
| 1Y | +48.0% | -55.4% | +103.5% | +63.7% |
| 3Y | +243.9% | -68.0% | +312.0% | +240.5% |
| 5Y | +280.6% | -97.4% | +378.0% | +430.0% |
| All | +2,520.1% | -25.0% | +2,545.1% | +2,205.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling