-68.0%
PLUG vs LNT
+67.4%
-135.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.5% | -11.0% | -10.6% |
| 7D | -23.4% | +1.0% | -24.5% | -23.7% |
| 30D | -23.4% | +9.6% | -33.0% | -25.7% |
| 3M | -51.7% | +5.4% | -57.1% | -52.6% |
| 6M | -72.0% | +3.1% | -75.1% | -72.4% |
| YTD | -43.7% | +16.5% | -60.1% | -48.3% |
| 1Y | -55.4% | +12.3% | -67.7% | -58.2% |
| 3Y | -68.0% | +70.3% | -138.3% | -86.5% |
| All | -68.0% | +67.4% | -135.4% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling