-99.2%
PLUG vs LH
+6,258.7%
-6,357.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | 0.0% | -9.2% | -9.2% |
| 7D | -8.5% | +2.5% | -11.0% | -9.6% |
| 30D | -20.8% | +18.7% | -39.5% | -27.5% |
| 3M | -46.1% | +15.3% | -61.4% | -50.0% |
| 6M | -65.3% | +45.4% | -110.7% | -71.8% |
| YTD | -37.3% | +49.5% | -86.8% | -49.9% |
| 1Y | -54.8% | +41.4% | -96.1% | -62.8% |
| 3Y | -65.0% | +87.6% | -152.6% | -75.3% |
| 5Y | -97.1% | +53.8% | -150.9% | -97.7% |
| 10Y | -16.0% | +266.2% | -282.1% | -58.0% |
| All | -99.2% | +6,258.7% | -6,357.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling