-96.5%
PLUG vs LBRT
+1.0%
-97.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -13.7% | +6.2% | -3.5% |
| 7D | -4.9% | -34.8% | +29.9% | +7.2% |
| 30D | -27.4% | -43.6% | +16.2% | -14.8% |
| 3M | -35.7% | -41.2% | +5.5% | -25.9% |
| 6M | -59.3% | -66.1% | +6.7% | -45.5% |
| YTD | -31.5% | -37.9% | +6.4% | -25.6% |
| 1Y | -48.9% | -33.9% | -15.0% | -46.0% |
| 3Y | -79.6% | -40.9% | -38.7% | -79.0% |
| 5Y | -96.5% | +2.1% | -98.6% | -97.1% |
| All | -96.5% | +1.0% | -97.5% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling