+15.8%
LUV vs PLUG
+54.0%
-38.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.3% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -14.6% | -5.0% | -9.7% | -14.3% |
| 3M | -5.7% | -26.2% | +20.5% | -3.3% |
| 6M | -8.4% | -0.5% | -8.0% | -9.6% |
| YTD | -5.1% | +7.1% | -12.2% | -7.9% |
| 1Y | +26.6% | +46.5% | -19.9% | +16.8% |
| 3Y | +39.7% | -73.5% | +113.2% | +38.5% |
| 5Y | -12.0% | -91.3% | +79.2% | -6.5% |
| All | +15.8% | +54.0% | -38.2% | -6.4% |
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