+15.1%
PLUG vs LII
+162.0%
-146.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.0% | +9.4% | +8.6% |
| 7D | +5.8% | -0.6% | +6.5% | +6.0% |
| 30D | -18.5% | -4.6% | -13.9% | -17.0% |
| 3M | -30.0% | -21.2% | -8.7% | -19.7% |
| 6M | -56.2% | -36.4% | -19.8% | -44.4% |
| YTD | -26.4% | -28.9% | +2.5% | -15.6% |
| 1Y | -42.2% | -29.5% | -12.7% | -33.2% |
| 3Y | -76.8% | -8.6% | -68.3% | -78.3% |
| 5Y | -96.2% | +20.2% | -116.4% | -97.2% |
| All | +15.1% | +162.0% | -146.9% | -45.2% |
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