-96.5%
PLUG vs LSCC
+18.7%
-115.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -8.6% | +1.1% | -2.5% |
| 7D | -4.9% | -4.8% | -0.1% | -2.5% |
| 30D | -27.4% | -27.1% | -0.3% | -13.6% |
| 3M | -35.7% | -23.6% | -12.1% | -26.4% |
| 6M | -59.3% | -19.8% | -39.5% | -56.0% |
| YTD | -31.5% | +33.2% | -64.7% | -48.9% |
| 1Y | -48.9% | +55.2% | -104.1% | -65.5% |
| 3Y | -79.6% | +70.1% | -149.7% | -88.8% |
| 5Y | -96.5% | +19.5% | -116.0% | -97.7% |
| All | -96.5% | +18.7% | -115.2% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling