-91.9%
PLUG vs LSCC
+82.7%
-174.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +1.7% |
| 7D | -0.9% | +1.3% | -2.2% | -1.7% |
| 30D | +3.3% | -9.7% | +13.0% | +9.4% |
| 3M | -39.7% | -23.7% | -16.0% | -30.4% |
| 6M | -12.5% | +26.5% | -39.0% | -27.7% |
| YTD | +10.2% | +57.5% | -47.4% | -23.8% |
| 1Y | +50.7% | +75.7% | -25.0% | -2.4% |
| 3Y | -74.5% | +19.5% | -94.0% | -80.7% |
| All | -91.9% | +82.7% | -174.6% | -95.9% |
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