-9.5%
LVS vs PLUG
-66.9%
+57.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -10.5% | +13.2% | +3.1% |
| 7D | -0.8% | -23.4% | +22.6% | +0.2% |
| 30D | +10.0% | -23.4% | +33.4% | +11.0% |
| 3M | -11.0% | -51.7% | +40.7% | -8.5% |
| 6M | -20.1% | -72.0% | +51.8% | -16.3% |
| YTD | -36.3% | -43.7% | +7.3% | -35.6% |
| 1Y | -36.8% | -55.4% | +18.6% | -35.6% |
| 3Y | -9.5% | -68.0% | +58.5% | -12.0% |
| All | -9.5% | -66.9% | +57.3% | -12.0% |
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