-74.6%
PLUG vs LEN
-24.6%
-50.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.9% | +3.4% |
| 7D | -0.9% | -3.2% | +2.3% | +0.7% |
| 30D | +3.3% | -4.9% | +8.2% | +5.9% |
| 3M | -39.7% | -8.5% | -31.2% | -37.5% |
| 6M | -12.5% | -20.7% | +8.2% | -2.1% |
| YTD | +10.2% | -17.4% | +27.6% | +16.1% |
| 1Y | +50.7% | -38.2% | +88.9% | +92.2% |
| All | -74.6% | -24.6% | -50.0% | -75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling