-78.4%
PLUG vs LCID
-93.7%
+15.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -11.6% | +4.0% | -2.5% |
| 7D | -4.9% | -6.9% | +1.9% | -2.2% |
| 30D | -27.4% | -28.4% | +0.9% | -16.9% |
| 3M | -35.7% | -55.5% | +19.8% | -10.0% |
| 6M | -59.3% | -52.3% | -7.0% | -49.6% |
| YTD | -31.5% | -71.8% | +40.3% | +6.7% |
| 1Y | -48.9% | -82.7% | +33.9% | +3.3% |
| All | -78.4% | -93.7% | +15.2% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling