-97.3%
PLUG vs LH
+54.7%
-152.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.5% | -10.0% | -10.1% |
| 7D | -23.4% | +1.1% | -24.5% | -24.0% |
| 30D | -23.4% | +16.7% | -40.2% | -31.6% |
| 3M | -51.7% | +15.1% | -66.8% | -56.6% |
| 6M | -72.0% | +46.3% | -118.3% | -79.4% |
| YTD | -43.7% | +48.8% | -92.4% | -59.6% |
| 1Y | -55.4% | +39.7% | -95.1% | -66.3% |
| 3Y | -68.0% | +87.0% | -155.1% | -82.3% |
| All | -97.3% | +54.7% | -152.1% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling