+20.0%
PLUG vs LEN
+166.0%
-146.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.2% | +1.7% |
| 7D | +14.5% | +0.6% | +13.9% | +13.5% |
| 30D | -10.7% | +19.4% | -30.1% | -20.1% |
| 3M | -31.2% | +4.5% | -35.7% | -34.2% |
| 6M | -51.9% | +4.9% | -56.8% | -54.7% |
| YTD | -23.9% | -8.9% | -14.9% | -24.3% |
| 1Y | -43.4% | -23.0% | -20.4% | -38.0% |
| 3Y | -74.7% | -16.7% | -58.0% | -73.9% |
| 5Y | -96.3% | -4.5% | -91.9% | -96.5% |
| 10Y | +20.0% | +162.2% | -142.2% | -39.9% |
| All | +20.0% | +166.0% | -146.0% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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