+20.0%
PLUG vs LII
+170.7%
-150.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.3% | +2.1% |
| 7D | +14.5% | -1.2% | +15.7% | +15.3% |
| 30D | -10.7% | -2.0% | -8.8% | -10.5% |
| 3M | -31.2% | -20.2% | -11.0% | -21.7% |
| 6M | -51.9% | -32.5% | -19.4% | -41.4% |
| YTD | -23.9% | -27.4% | +3.5% | -13.8% |
| 1Y | -43.4% | -28.2% | -15.2% | -35.3% |
| 3Y | -74.7% | -7.2% | -67.5% | -76.5% |
| 5Y | -96.3% | +19.9% | -116.2% | -97.2% |
| 10Y | +20.0% | +168.6% | -148.6% | -43.5% |
| All | +20.0% | +170.7% | -150.7% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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