+52.8%
PLUG vs LH
+190.8%
-138.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.7% |
| 7D | -0.9% | -2.5% | +1.5% | +0.6% |
| 30D | +3.3% | +4.3% | -1.0% | +0.6% |
| 3M | -39.7% | +25.5% | -65.3% | -48.2% |
| 6M | -12.5% | +17.0% | -29.5% | -21.5% |
| YTD | +10.2% | +31.3% | -21.1% | -8.7% |
| 1Y | +50.7% | +20.0% | +30.7% | +31.1% |
| 3Y | -74.5% | +63.9% | -138.4% | -82.0% |
| 5Y | -91.8% | +30.9% | -122.6% | -93.4% |
| All | +52.8% | +190.8% | -138.0% | -20.5% |
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