-97.1%
PLUG vs LPLA
+81.8%
-178.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.0% | -5.8% | -7.9% |
| 7D | -8.1% | -2.8% | -5.4% | -7.3% |
| 30D | -20.5% | -10.2% | -10.4% | -18.2% |
| 3M | -45.9% | -22.3% | -23.6% | -41.8% |
| 6M | -65.2% | -0.5% | -64.7% | -65.9% |
| YTD | -37.1% | -17.9% | -19.2% | -33.8% |
| 1Y | -54.6% | -22.0% | -32.5% | -51.4% |
| 3Y | -64.9% | +29.4% | -94.3% | -71.5% |
| 5Y | -97.1% | +81.2% | -178.3% | -98.4% |
| All | -97.1% | +81.8% | -178.9% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling