+381.1%
LUV vs PLUG
-99.2%
+480.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.2% | +6.5% | -2.0% |
| 7D | +1.8% | -8.5% | +10.3% | +2.4% |
| 30D | +11.3% | -20.8% | +32.1% | +13.0% |
| 3M | +1.0% | -46.1% | +47.1% | +5.4% |
| 6M | +15.6% | -65.3% | +80.9% | +24.0% |
| YTD | +10.9% | -37.3% | +48.2% | +12.6% |
| 1Y | +38.1% | -54.8% | +92.8% | +43.3% |
| 3Y | +108.2% | -65.0% | +173.2% | +104.3% |
| 5Y | +1.7% | -97.1% | +98.9% | +14.4% |
| 10Y | +16.8% | -16.0% | +32.8% | -3.3% |
| All | +381.1% | -99.2% | +480.3% | +252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling