+5.3%
LVS vs PLUG
-96.4%
+101.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.4% | -7.9% | -1.1% |
| 7D | +11.1% | +5.8% | +5.2% | +10.4% |
| 30D | +14.7% | -18.5% | +33.2% | +16.5% |
| 3M | -10.9% | -30.0% | +19.0% | -8.5% |
| 6M | -22.3% | -56.2% | +33.8% | -17.5% |
| YTD | -35.8% | -26.4% | -9.4% | -35.8% |
| 1Y | -33.5% | -42.2% | +8.8% | -32.2% |
| 3Y | -11.7% | -76.8% | +65.1% | -11.3% |
| All | +5.3% | -96.4% | +101.7% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling