-98.6%
PLUG vs LEN
+1,463.0%
-1,561.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.9% | +3.3% |
| 7D | -0.9% | -3.2% | +2.3% | +0.4% |
| 30D | +3.3% | -4.9% | +8.2% | +5.5% |
| 3M | -39.7% | -8.5% | -31.2% | -37.9% |
| 6M | -12.5% | -20.7% | +8.2% | -4.7% |
| YTD | +10.2% | -17.4% | +27.6% | +16.2% |
| 1Y | +50.7% | -38.2% | +88.9% | +78.3% |
| 3Y | -74.5% | -24.9% | -49.6% | -72.1% |
| 5Y | -91.8% | -11.4% | -80.3% | -91.4% |
| 10Y | +43.7% | +110.0% | -66.3% | +0.5% |
| All | -98.6% | +1,463.0% | -1,561.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling