-76.8%
PLUG vs LEN
-18.1%
-58.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.1% | +10.5% | +8.8% |
| 7D | +5.8% | +2.1% | +3.8% | +4.2% |
| 30D | -18.5% | +16.6% | -35.1% | -24.9% |
| 3M | -30.0% | +5.3% | -35.3% | -32.6% |
| 6M | -56.2% | -0.8% | -55.4% | -57.0% |
| YTD | -26.4% | -11.7% | -14.7% | -26.0% |
| 1Y | -42.2% | -24.6% | -17.6% | -35.7% |
| 3Y | -76.8% | -18.7% | -58.2% | -80.4% |
| All | -76.8% | -18.1% | -58.7% | -80.4% |
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