-81.0%
LYFT vs PLUG
-12.1%
-68.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.0% | -4.3% | -7.4% |
| 7D | -14.1% | +3.8% | -17.9% | -14.9% |
| 30D | -13.7% | +2.8% | -16.5% | -14.4% |
| 3M | +7.4% | -25.4% | +32.9% | +13.6% |
| 6M | +8.3% | -0.5% | +8.7% | +4.0% |
| YTD | -23.1% | +10.2% | -33.2% | -29.4% |
| 1Y | -19.0% | +53.9% | -72.9% | -35.3% |
| 3Y | +37.7% | -72.7% | +110.4% | +35.2% |
| 5Y | -70.5% | -91.4% | +20.9% | -62.4% |
| All | -81.0% | -12.1% | -68.8% | -92.0% |
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