+1.4%
LVS vs PLUG
+56.9%
-55.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -1.3% |
| 7D | +0.3% | +8.1% | -7.8% | -0.4% |
| 30D | -3.9% | +3.7% | -7.6% | -4.3% |
| 3M | -12.9% | -29.2% | +16.3% | -10.4% |
| 6M | -16.9% | +6.1% | -23.0% | -18.6% |
| YTD | -31.2% | +14.7% | -46.0% | -33.7% |
| 1Y | -16.4% | +56.9% | -73.3% | -24.2% |
| 3Y | -4.4% | -71.6% | +67.2% | -6.6% |
| 5Y | +6.7% | -91.0% | +97.7% | +13.7% |
| 10Y | +1.4% | +55.9% | -54.4% | -20.3% |
| All | +1.4% | +56.9% | -55.5% | -20.3% |
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