-53.4%
PLUG vs LSCC
-12.1%
-41.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.3% | +3.0% |
| 7D | +2.8% | +3.0% | -0.1% | +1.3% |
| 30D | -22.8% | -19.3% | -3.5% | -15.8% |
| 3M | -32.4% | -22.3% | -10.1% | -25.3% |
| 6M | -53.4% | -14.6% | -38.8% | -47.1% |
| All | -53.4% | -12.1% | -41.3% | -47.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling