+20.0%
PLUG vs LH
+259.5%
-239.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +2.0% | +2.6% |
| 7D | +14.5% | +4.6% | +9.9% | +11.5% |
| 30D | -10.7% | +19.1% | -29.8% | -20.0% |
| 3M | -31.2% | +16.7% | -47.9% | -37.8% |
| 6M | -51.9% | +47.0% | -99.0% | -63.0% |
| YTD | -23.9% | +49.3% | -73.2% | -42.2% |
| 1Y | -43.4% | +48.6% | -92.0% | -57.1% |
| 3Y | -74.7% | +87.8% | -162.5% | -83.8% |
| 5Y | -96.3% | +65.0% | -161.4% | -97.4% |
| 10Y | +20.0% | +275.0% | -255.0% | -51.9% |
| All | +20.0% | +259.5% | -239.5% | -51.9% |
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