-84.0%
PLUG vs LCID
-95.4%
+11.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.2% |
| 7D | -0.9% | -6.6% | +5.7% | +1.6% |
| 30D | +3.3% | -30.1% | +33.5% | +18.4% |
| 3M | -39.7% | -17.6% | -22.1% | -40.2% |
| 6M | -12.5% | -54.4% | +41.9% | +7.5% |
| YTD | +10.2% | -55.7% | +65.9% | +36.1% |
| 1Y | +50.7% | -71.0% | +121.7% | +122.7% |
| 3Y | -74.5% | -92.6% | +18.1% | -41.5% |
| 5Y | -91.8% | -97.6% | +5.8% | -73.5% |
| All | -84.0% | -95.4% | +11.4% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling