+49.7%
PLUG vs LNT
+140.0%
-90.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.9% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +3.3% | -3.2% | +6.5% | +4.5% |
| 3M | -39.7% | -4.1% | -35.7% | -39.2% |
| 6M | -12.5% | -4.6% | -7.9% | -11.7% |
| YTD | +10.2% | +7.0% | +3.2% | +6.2% |
| 1Y | +50.7% | +8.3% | +42.4% | +44.9% |
| 3Y | -74.5% | +51.0% | -125.5% | -78.6% |
| 5Y | -91.8% | +30.2% | -121.9% | -92.8% |
| All | +49.7% | +140.0% | -90.4% | +27.6% |
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