-74.6%
PLUG vs LBRT
+25.4%
-100.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.6% |
| 7D | -0.9% | +8.3% | -9.2% | -3.1% |
| 30D | +3.3% | +6.1% | -2.8% | +1.3% |
| 3M | -39.7% | -34.8% | -5.0% | -33.0% |
| 6M | -12.5% | -24.8% | +12.3% | -7.4% |
| YTD | +10.2% | +12.2% | -2.1% | +1.9% |
| 1Y | +50.7% | +94.0% | -43.3% | +12.3% |
| All | -74.6% | +25.4% | -100.1% | -78.7% |
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 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