+20.0%
PLUG vs LSCC
+1,398.6%
-1,378.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.4% | -5.0% | -0.9% |
| 7D | +14.5% | +19.3% | -4.8% | +4.5% |
| 30D | -10.7% | -9.6% | -1.1% | -6.8% |
| 3M | -31.2% | -12.4% | -18.8% | -27.7% |
| 6M | -51.9% | -10.5% | -41.5% | -51.0% |
| YTD | -23.9% | +54.8% | -78.6% | -44.4% |
| 1Y | -43.4% | +79.4% | -122.8% | -61.9% |
| 3Y | -74.7% | +109.6% | -184.3% | -85.7% |
| 5Y | -96.3% | +40.4% | -136.7% | -97.5% |
| 10Y | +20.0% | +1,379.1% | -1,359.1% | -61.6% |
| All | +20.0% | +1,398.6% | -1,378.6% | -61.6% |
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