+314.4%
LUNR vs PLUG
-63.1%
+377.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.0% | +7.1% | +0.4% |
| 7D | +12.7% | -3.2% | +15.9% | +14.1% |
| 30D | -10.5% | -18.7% | +8.3% | -5.1% |
| 3M | -25.2% | -35.3% | +10.1% | -16.2% |
| 6M | -59.2% | -56.2% | -3.0% | -49.6% |
| YTD | -27.2% | -30.7% | +3.5% | -17.7% |
| 1Y | +19.7% | -46.7% | +66.3% | +40.1% |
| 3Y | +314.4% | -61.3% | +375.7% | +337.6% |
| All | +314.4% | -63.1% | +377.5% | +337.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling