-41.4%
PLUG vs LII
-28.3%
-13.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.3% | +2.9% |
| 7D | +14.5% | -1.2% | +15.7% | +14.8% |
| 30D | -10.7% | -2.0% | -8.8% | -10.7% |
| 3M | -31.2% | -20.2% | -11.0% | -27.5% |
| 6M | -51.9% | -32.5% | -19.4% | -47.6% |
| YTD | -23.9% | -27.4% | +3.5% | -27.3% |
| All | -41.4% | -28.3% | -13.1% | -43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling