+114.6%
LUV vs PLUG
-59.6%
+174.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +0.1% | -7.2% | +7.3% | +0.6% |
| 30D | +14.0% | -16.4% | +30.4% | +15.4% |
| 3M | +2.6% | -39.0% | +41.6% | +6.1% |
| 6M | +17.3% | -61.5% | +78.8% | +24.8% |
| YTD | +14.0% | -31.2% | +45.2% | +14.9% |
| 1Y | +47.9% | -46.4% | +94.3% | +51.6% |
| All | +114.6% | -59.6% | +174.2% | +110.6% |
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