-74.6%
PLUG vs LII
+5.3%
-80.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.7% | +2.3% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | +3.3% | -12.6% | +15.9% | +10.3% |
| 3M | -39.7% | -24.4% | -15.3% | -32.6% |
| 6M | -12.5% | -28.7% | +16.2% | +0.5% |
| YTD | +10.2% | -19.1% | +29.3% | +14.9% |
| 1Y | +50.7% | -29.7% | +80.4% | +71.6% |
| All | -74.6% | +5.3% | -80.0% | -75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling