-26.5%
PLUG vs LII
+169.1%
-195.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.1% | -11.6% | -11.2% |
| 7D | -23.4% | +2.9% | -26.4% | -24.8% |
| 30D | -23.4% | +0.9% | -24.4% | -24.7% |
| 3M | -51.7% | -15.5% | -36.2% | -47.0% |
| 6M | -72.0% | -30.2% | -41.8% | -66.6% |
| YTD | -43.7% | -26.8% | -16.8% | -36.5% |
| 1Y | -55.4% | -25.3% | -30.1% | -50.3% |
| 3Y | -68.0% | -7.8% | -60.3% | -69.8% |
| 5Y | -97.4% | +17.0% | -114.4% | -98.0% |
| All | -26.5% | +169.1% | -195.6% | -65.6% |
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