-11.7%
LVS vs PLUG
-78.4%
+66.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.4% | -7.9% | -0.8% |
| 7D | +11.1% | +5.8% | +5.2% | +10.8% |
| 30D | +14.7% | -18.5% | +33.2% | +15.5% |
| 3M | -10.9% | -30.0% | +19.0% | -9.8% |
| 6M | -22.3% | -56.2% | +33.8% | -20.1% |
| YTD | -35.8% | -26.4% | -9.4% | -35.7% |
| 1Y | -33.5% | -42.2% | +8.8% | -32.8% |
| 3Y | -11.7% | -76.8% | +65.1% | -13.8% |
| All | -11.7% | -78.4% | +66.6% | -13.8% |
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