-99.1%
PLUG vs LH
+6,160.5%
-6,259.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +6.9% |
| 7D | +5.8% | +1.4% | +4.4% | +5.2% |
| 30D | -18.5% | +17.5% | -36.0% | -25.1% |
| 3M | -30.0% | +16.1% | -46.0% | -35.3% |
| 6M | -56.2% | +43.4% | -99.6% | -64.1% |
| YTD | -26.4% | +47.2% | -73.6% | -40.7% |
| 1Y | -42.2% | +50.1% | -92.4% | -54.0% |
| 3Y | -76.8% | +81.2% | -158.0% | -83.4% |
| 5Y | -96.2% | +63.7% | -159.9% | -97.1% |
| 10Y | +2.1% | +269.2% | -267.1% | -49.2% |
| All | -99.1% | +6,160.5% | -6,259.6% | -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