-42.1%
PLUG vs LH
+44.2%
-86.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.4% | +3.1% |
| 7D | +2.8% | +2.1% | +0.7% | +2.6% |
| 30D | -22.8% | +19.2% | -41.9% | -23.7% |
| 3M | -32.4% | +18.0% | -50.4% | -33.1% |
| 6M | -53.4% | +46.1% | -99.4% | -53.9% |
| YTD | -25.9% | +47.7% | -73.6% | -27.2% |
| 1Y | -42.1% | +47.2% | -89.3% | -43.3% |
| All | -42.1% | +44.2% | -86.3% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling