+35.2%
LYFT vs PLUG
-73.8%
+109.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | -8.4% | -3.2% | -5.1% | -8.0% |
| 30D | -7.6% | -8.3% | +0.7% | -6.6% |
| 3M | +11.7% | -25.8% | +37.5% | +15.6% |
| 6M | +15.1% | -5.8% | +20.9% | +13.2% |
| YTD | -20.9% | +6.6% | -27.5% | -24.5% |
| 1Y | -16.4% | +39.1% | -55.4% | -26.0% |
| 3Y | +35.2% | -73.7% | +108.9% | +48.8% |
| All | +35.2% | -73.8% | +109.0% | +48.8% |
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