-96.5%
PLUG vs LSCC
+26.3%
-122.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.1% | +0.3% | +3.2% |
| 7D | +5.8% | +13.0% | -7.1% | -1.5% |
| 30D | -18.5% | -19.8% | +1.3% | -8.2% |
| 3M | -30.0% | -18.4% | -11.6% | -22.8% |
| 6M | -56.2% | -16.1% | -40.1% | -53.7% |
| YTD | -26.4% | +42.7% | -69.1% | -47.2% |
| 1Y | -42.2% | +68.0% | -110.2% | -62.8% |
| 3Y | -76.8% | +85.8% | -162.7% | -88.0% |
| All | -96.5% | +26.3% | -122.8% | -97.8% |
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