-9.8%
LVS vs PLUG
-8.1%
-1.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | -1.3% | -6.8% | +5.6% | -0.7% |
| 30D | +12.2% | -16.0% | +28.2% | +13.7% |
| 3M | -11.3% | -38.7% | +27.5% | -7.6% |
| 6M | -21.6% | -61.4% | +39.8% | -15.3% |
| YTD | -36.6% | -31.0% | -5.6% | -36.1% |
| 1Y | -38.4% | -46.2% | +7.9% | -36.7% |
| 3Y | -10.2% | -61.5% | +51.3% | -15.4% |
| 5Y | +9.4% | -96.9% | +106.3% | +29.4% |
| All | -9.8% | -8.1% | -1.7% | -28.2% |
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