+15.1%
PLUG vs LEN
+148.4%
-133.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.1% | +10.5% | +9.1% |
| 7D | +5.8% | +2.1% | +3.8% | +3.9% |
| 30D | -18.5% | +16.6% | -35.1% | -26.1% |
| 3M | -30.0% | +5.3% | -35.3% | -33.3% |
| 6M | -56.2% | -0.8% | -55.4% | -57.4% |
| YTD | -26.4% | -11.7% | -14.7% | -25.6% |
| 1Y | -42.2% | -24.6% | -17.6% | -36.0% |
| 3Y | -76.8% | -18.7% | -58.2% | -75.8% |
| 5Y | -96.2% | -4.4% | -91.8% | -96.4% |
| All | +15.1% | +148.4% | -133.3% | -41.5% |
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