-18.2%
PLUG vs LNT
+185.4%
-203.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.8% | -8.4% | -8.9% |
| 7D | -8.5% | -0.5% | -8.0% | -8.3% |
| 30D | -20.8% | +9.9% | -30.8% | -23.6% |
| 3M | -46.1% | +4.8% | -50.9% | -47.1% |
| 6M | -65.3% | +2.2% | -67.5% | -65.8% |
| YTD | -37.3% | +15.9% | -53.2% | -41.4% |
| 1Y | -54.8% | +10.6% | -65.3% | -56.9% |
| 3Y | -65.0% | +66.1% | -131.1% | -72.0% |
| 5Y | -97.1% | +55.6% | -152.7% | -97.6% |
| All | -18.2% | +185.4% | -203.6% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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