-78.4%
PLUG vs LII
-6.9%
-71.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.8% | -4.7% | -6.2% |
| 7D | -4.9% | +0.2% | -5.1% | -5.1% |
| 30D | -27.4% | -4.6% | -22.8% | -26.3% |
| 3M | -35.7% | -21.7% | -14.1% | -28.3% |
| 6M | -59.3% | -32.8% | -26.5% | -52.4% |
| YTD | -31.5% | -27.5% | -4.0% | -25.4% |
| 1Y | -48.9% | -28.0% | -20.9% | -44.0% |
| All | -78.4% | -6.9% | -71.5% | -75.6% |
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 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