-7.5%
PLUG vs LH
+263.2%
-270.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.0% |
| 7D | -6.8% | +1.2% | -8.1% | -7.4% |
| 30D | -16.0% | +18.0% | -34.0% | -24.3% |
| 3M | -38.7% | +15.7% | -54.4% | -44.3% |
| 6M | -61.4% | +46.6% | -108.0% | -70.2% |
| YTD | -31.0% | +49.5% | -80.4% | -47.6% |
| 1Y | -46.2% | +40.2% | -86.4% | -57.5% |
| 3Y | -61.5% | +87.6% | -149.1% | -75.2% |
| 5Y | -96.9% | +59.3% | -156.1% | -97.8% |
| 10Y | -7.5% | +266.1% | -273.5% | -60.6% |
| All | -7.5% | +263.2% | -270.7% | -60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling