-76.8%
PLUG vs LPLA
+36.1%
-112.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +7.5% |
| 7D | +5.8% | +4.1% | +1.7% | +5.6% |
| 30D | -18.5% | -9.0% | -9.5% | -18.0% |
| 3M | -30.0% | -17.6% | -12.3% | -29.1% |
| 6M | -56.2% | -8.8% | -47.4% | -55.9% |
| YTD | -26.4% | -17.0% | -9.4% | -25.2% |
| 1Y | -42.2% | -20.4% | -21.8% | -41.3% |
| 3Y | -76.8% | +35.4% | -112.3% | -66.4% |
| All | -76.8% | +36.1% | -112.9% | -66.4% |
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