-91.0%
PLUG vs LNT
+35.5%
-126.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.7% |
| 7D | +8.1% | +1.0% | +7.1% | +7.6% |
| 30D | +3.7% | -1.1% | +4.8% | +4.2% |
| 3M | -29.2% | -3.6% | -25.6% | -28.3% |
| 6M | +6.1% | -2.7% | +8.8% | +6.1% |
| YTD | +14.7% | +8.0% | +6.7% | +7.3% |
| 1Y | +56.9% | +10.5% | +46.5% | +45.1% |
| 3Y | -71.6% | +49.6% | -121.2% | -79.5% |
| 5Y | -91.0% | +32.2% | -123.3% | -93.9% |
| All | -91.0% | +35.5% | -126.5% | -93.9% |
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