-48.3%
PLUG vs LBRT
-16.2%
-32.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.2% | -9.0% | -8.9% |
| 7D | -8.1% | +13.8% | -22.0% | -11.2% |
| 30D | -20.5% | -32.4% | +11.9% | -12.4% |
| 3M | -45.9% | -39.9% | -6.0% | -38.7% |
| 6M | -65.2% | -60.8% | -4.3% | -56.4% |
| YTD | -37.1% | -29.3% | -7.8% | -33.9% |
| 1Y | -54.6% | -18.9% | -35.7% | -54.3% |
| 3Y | -64.9% | -28.0% | -36.9% | -65.3% |
| 5Y | -97.1% | +26.6% | -123.7% | -97.6% |
| All | -48.3% | -16.2% | -32.1% | -61.6% |
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