-91.9%
PLUG vs LCID
-97.6%
+5.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.1% |
| 7D | -0.9% | -6.6% | +5.7% | +2.1% |
| 30D | +3.3% | -30.1% | +33.5% | +21.2% |
| 3M | -39.7% | -17.6% | -22.1% | -40.8% |
| 6M | -12.5% | -54.4% | +41.9% | +11.2% |
| YTD | +10.2% | -55.7% | +65.9% | +40.6% |
| 1Y | +50.7% | -71.0% | +121.7% | +138.9% |
| 3Y | -74.5% | -92.6% | +18.1% | -30.7% |
| All | -91.9% | -97.6% | +5.7% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling