-91.9%
PLUG vs LII
+25.3%
-117.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.7% | +2.1% |
| 7D | -0.9% | -0.7% | -0.2% | -0.4% |
| 30D | +3.3% | -12.6% | +15.9% | +13.0% |
| 3M | -39.7% | -24.4% | -15.3% | -29.9% |
| 6M | -12.5% | -28.7% | +16.2% | +5.0% |
| YTD | +10.2% | -19.1% | +29.3% | +17.2% |
| 1Y | +50.7% | -29.7% | +80.4% | +78.7% |
| 3Y | -74.5% | +4.8% | -79.3% | -79.9% |
| All | -91.9% | +25.3% | -117.2% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling