-39.6%
PLUG vs LBRT
-22.5%
-17.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.4% | +2.0% | +6.0% |
| 7D | +5.8% | -29.1% | +35.0% | +15.5% |
| 30D | -18.5% | -38.4% | +19.8% | -8.0% |
| 3M | -30.0% | -40.1% | +10.1% | -20.7% |
| 6M | -56.2% | -62.9% | +6.7% | -44.3% |
| YTD | -26.4% | -34.5% | +8.1% | -21.1% |
| 1Y | -42.2% | -30.2% | -12.0% | -39.6% |
| 3Y | -76.8% | -37.5% | -39.4% | -76.3% |
| 5Y | -96.2% | +7.6% | -103.8% | -96.8% |
| All | -39.6% | -22.5% | -17.1% | -54.1% |
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