-96.5%
PLUG vs LNT
+51.7%
-148.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.5% | +8.0% |
| 7D | +5.8% | +1.4% | +4.4% | +4.9% |
| 30D | -18.5% | +12.3% | -30.8% | -23.9% |
| 3M | -30.0% | +5.3% | -35.3% | -32.2% |
| 6M | -56.2% | +2.0% | -58.2% | -57.2% |
| YTD | -26.4% | +15.3% | -41.7% | -34.2% |
| 1Y | -42.2% | +12.3% | -54.5% | -47.4% |
| 3Y | -76.8% | +59.1% | -135.9% | -84.5% |
| All | -96.5% | +51.7% | -148.2% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling