+20.0%
PLUG vs LNT
+166.8%
-146.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.4% | +3.1% |
| 7D | +14.5% | +0.6% | +13.9% | +14.2% |
| 30D | -10.7% | +12.4% | -23.1% | -14.5% |
| 3M | -31.2% | +6.7% | -37.9% | -32.9% |
| 6M | -51.9% | +3.9% | -55.9% | -52.9% |
| YTD | -23.9% | +16.5% | -40.4% | -28.9% |
| 1Y | -43.4% | +12.5% | -55.9% | -46.4% |
| 3Y | -74.7% | +66.9% | -141.6% | -79.7% |
| 5Y | -96.3% | +56.1% | -152.4% | -97.0% |
| 10Y | +20.0% | +173.2% | -153.2% | -0.6% |
| All | +20.0% | +166.8% | -146.8% | -0.6% |
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