-53.8%
PLUG vs LPLA
+1,311.2%
-1,365.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.2% | +3.0% |
| 7D | -0.9% | -3.1% | +2.2% | +0.3% |
| 30D | +3.3% | -0.1% | +3.4% | +3.2% |
| 3M | -39.7% | +23.2% | -62.9% | -45.1% |
| 6M | -12.5% | +15.5% | -28.0% | -19.0% |
| YTD | +10.2% | +0.9% | +9.3% | +8.4% |
| 1Y | +50.7% | +0.2% | +50.5% | +47.3% |
| 3Y | -74.5% | +55.2% | -129.7% | -80.6% |
| 5Y | -91.8% | +145.4% | -237.2% | -95.0% |
| 10Y | +43.7% | +1,229.7% | -1,185.9% | -53.7% |
| All | -53.8% | +1,311.2% | -1,365.1% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling