-97.1%
PLUG vs LEN
-12.2%
-84.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.2% | -5.6% | -6.7% |
| 7D | -8.1% | -8.7% | +0.6% | -2.2% |
| 30D | -20.5% | +11.6% | -32.1% | -27.4% |
| 3M | -45.9% | -1.3% | -44.6% | -46.7% |
| 6M | -65.2% | -1.4% | -63.7% | -66.3% |
| YTD | -37.1% | -16.9% | -20.2% | -33.9% |
| 1Y | -54.6% | -31.2% | -23.4% | -44.3% |
| 3Y | -64.9% | -25.6% | -39.3% | -62.3% |
| 5Y | -97.1% | -13.3% | -83.9% | -97.8% |
| All | -97.1% | -12.2% | -84.9% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling