-14.0%
LVS vs PLUG
+25.0%
-39.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.8% | -1.7% |
| 7D | +5.2% | +14.5% | -9.3% | +3.8% |
| 30D | +12.0% | -10.7% | +22.7% | +13.0% |
| 3M | -11.5% | -31.2% | +19.7% | -8.7% |
| 6M | -23.2% | -51.9% | +28.7% | -18.8% |
| YTD | -36.7% | -23.9% | -12.8% | -36.8% |
| 1Y | -36.8% | -43.4% | +6.6% | -35.3% |
| 3Y | -10.5% | -74.7% | +64.2% | -12.3% |
| 5Y | +5.1% | -96.3% | +101.4% | +22.2% |
| 10Y | -14.0% | +20.0% | -34.0% | -32.4% |
| All | -14.0% | +25.0% | -39.0% | -32.4% |
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