+52.3%
LVS vs PLUG
-96.3%
+148.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -0.6% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | -3.2% | +3.3% | -6.6% | -3.7% |
| 3M | -12.0% | -39.7% | +27.7% | -7.6% |
| 6M | -19.9% | -12.5% | -7.4% | -20.1% |
| YTD | -30.6% | +10.2% | -40.8% | -33.2% |
| 1Y | -17.7% | +50.7% | -68.4% | -25.9% |
| 3Y | -14.2% | -74.5% | +60.3% | -16.1% |
| 5Y | +9.6% | -91.8% | +101.4% | +16.4% |
| 10Y | +5.7% | +43.7% | -38.0% | -31.8% |
| All | +52.3% | -96.3% | +148.5% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling