-69.1%
PLUG vs LPLA
+1,060.6%
-1,129.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +8.1% |
| 7D | +5.8% | +4.1% | +1.7% | +4.0% |
| 30D | -18.5% | -9.0% | -9.5% | -16.2% |
| 3M | -30.0% | -17.6% | -12.3% | -25.5% |
| 6M | -56.2% | -8.8% | -47.4% | -55.8% |
| YTD | -26.4% | -17.0% | -9.4% | -22.8% |
| 1Y | -42.2% | -20.4% | -21.8% | -38.4% |
| 3Y | -76.8% | +35.4% | -112.3% | -81.7% |
| 5Y | -96.2% | +79.7% | -176.0% | -97.4% |
| 10Y | +2.1% | +915.0% | -912.8% | -63.9% |
| All | -69.1% | +1,060.6% | -1,129.7% | -89.7% |
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