-53.8%
PLUG vs LBRT
-15.3%
-38.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.1% | -11.6% | -10.8% |
| 7D | -23.4% | +9.2% | -32.6% | -25.3% |
| 30D | -23.4% | -27.5% | +4.1% | -17.3% |
| 3M | -51.7% | -37.9% | -13.9% | -45.8% |
| 6M | -72.0% | -60.7% | -11.3% | -64.9% |
| YTD | -43.7% | -28.5% | -15.2% | -41.1% |
| 1Y | -55.4% | -13.2% | -42.2% | -56.0% |
| 3Y | -68.0% | -28.8% | -39.2% | -68.3% |
| 5Y | -97.4% | +28.0% | -125.4% | -97.9% |
| All | -53.8% | -15.3% | -38.4% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling