+43.7%
PLUG vs LII
+168.6%
-124.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.7% | +2.1% |
| 7D | -0.9% | -0.7% | -0.2% | -0.5% |
| 30D | +3.3% | -12.6% | +15.9% | +12.4% |
| 3M | -39.7% | -24.4% | -15.3% | -30.4% |
| 6M | -12.5% | -28.7% | +16.2% | +3.9% |
| YTD | +10.2% | -19.1% | +29.3% | +18.0% |
| 1Y | +50.7% | -29.7% | +80.4% | +77.4% |
| 3Y | -74.5% | +4.8% | -79.3% | -77.9% |
| 5Y | -91.8% | +24.6% | -116.3% | -94.0% |
| All | +43.7% | +168.6% | -124.9% | -30.7% |
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