-88.9%
PLUG vs LCID
-96.5%
+7.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.4% | -6.0% | -0.2% |
| 7D | +14.5% | +20.0% | -5.5% | +6.4% |
| 30D | -10.7% | -5.0% | -5.7% | -9.7% |
| 3M | -31.2% | -48.9% | +17.7% | -11.9% |
| 6M | -51.9% | -43.2% | -8.7% | -45.4% |
| YTD | -23.9% | -65.9% | +42.1% | +3.1% |
| 1Y | -43.4% | -79.2% | +35.8% | -6.1% |
| 3Y | -74.7% | -90.4% | +15.7% | -47.1% |
| 5Y | -96.3% | -99.2% | +2.9% | -85.0% |
| All | -88.9% | -96.5% | +7.5% | -62.1% |
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