+15.1%
PLUG vs LSCC
+1,244.7%
-1,229.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.1% | +0.3% | +3.7% |
| 7D | +5.8% | +13.0% | -7.1% | -0.6% |
| 30D | -18.5% | -19.8% | +1.3% | -9.4% |
| 3M | -30.0% | -18.4% | -11.6% | -23.5% |
| 6M | -56.2% | -16.1% | -40.1% | -53.8% |
| YTD | -26.4% | +42.7% | -69.1% | -43.8% |
| 1Y | -42.2% | +68.0% | -110.2% | -59.7% |
| 3Y | -76.8% | +85.8% | -162.7% | -86.1% |
| 5Y | -96.2% | +28.0% | -124.3% | -97.3% |
| All | +15.1% | +1,244.7% | -1,229.6% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling