-89.3%
PLUG vs LCID
-96.8%
+7.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +10.4% | -3.0% | +3.4% |
| 7D | +5.8% | +8.9% | -3.1% | +2.2% |
| 30D | -18.5% | -15.4% | -3.1% | -13.7% |
| 3M | -30.0% | -52.9% | +22.9% | -7.4% |
| 6M | -56.2% | -46.8% | -9.3% | -48.9% |
| YTD | -26.4% | -68.9% | +42.5% | +3.3% |
| 1Y | -42.2% | -81.7% | +39.5% | +0.8% |
| 3Y | -76.8% | -92.4% | +15.5% | -47.3% |
| 5Y | -96.2% | -99.2% | +3.0% | -84.2% |
| All | -89.3% | -96.8% | +7.5% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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