-78.4%
PLUG vs LBRT
-41.2%
-37.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -13.7% | +6.2% | -3.8% |
| 7D | -4.9% | -34.8% | +29.9% | +6.2% |
| 30D | -27.4% | -43.6% | +16.2% | -15.8% |
| 3M | -35.7% | -41.2% | +5.5% | -26.7% |
| 6M | -59.3% | -66.1% | +6.7% | -46.6% |
| YTD | -31.5% | -37.9% | +6.4% | -26.3% |
| 1Y | -48.9% | -33.9% | -15.0% | -46.5% |
| All | -78.4% | -41.2% | -37.3% | -77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling