-54.6%
PLUG vs LSCC
+77.3%
-131.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.2% | -5.6% | -7.5% |
| 7D | -8.1% | +21.2% | -29.4% | -15.0% |
| 30D | -20.5% | -1.9% | -18.6% | -20.6% |
| 3M | -45.9% | -8.1% | -37.8% | -44.8% |
| 6M | -65.2% | -5.2% | -59.9% | -64.7% |
| YTD | -37.1% | +61.5% | -98.6% | -56.5% |
| 1Y | -54.6% | +81.3% | -135.9% | -73.6% |
| All | -54.6% | +77.3% | -131.9% | -73.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling