-74.6%
PLUG vs LPLA
+54.7%
-129.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.2% | +2.9% |
| 7D | -0.9% | -3.1% | +2.2% | -0.6% |
| 30D | +3.3% | -0.1% | +3.4% | +3.3% |
| 3M | -39.7% | +23.2% | -62.9% | -41.3% |
| 6M | -12.5% | +15.5% | -28.0% | -14.0% |
| YTD | +10.2% | +0.9% | +9.3% | +10.5% |
| 1Y | +50.7% | +0.2% | +50.5% | +51.9% |
| All | -74.6% | +54.7% | -129.3% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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