+446.3%
LRCX vs PLUG
-91.8%
+538.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +4.7% |
| 7D | +1.9% | -0.9% | +2.8% | +2.1% |
| 30D | +0.1% | +3.3% | -3.3% | -0.5% |
| 3M | -8.5% | -39.7% | +31.2% | -0.9% |
| 6M | +38.1% | -12.5% | +50.6% | +39.7% |
| YTD | +80.1% | +10.2% | +69.9% | +73.5% |
| 1Y | +208.1% | +50.7% | +157.4% | +175.1% |
| 3Y | +350.2% | -74.5% | +424.7% | +374.8% |
| All | +446.3% | -91.8% | +538.2% | +592.1% |
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 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