-99.2%
PLUG vs LSCC
+495.2%
-594.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -8.6% | +1.1% | -4.0% |
| 7D | -4.9% | -4.8% | -0.1% | -3.1% |
| 30D | -27.4% | -27.1% | -0.3% | -17.7% |
| 3M | -35.7% | -23.6% | -12.1% | -29.0% |
| 6M | -59.3% | -19.8% | -39.5% | -56.6% |
| YTD | -31.5% | +33.2% | -64.7% | -42.3% |
| 1Y | -48.9% | +55.2% | -104.1% | -59.6% |
| 3Y | -79.6% | +70.1% | -149.7% | -85.4% |
| 5Y | -96.5% | +19.5% | -116.0% | -97.1% |
| 10Y | -4.9% | +1,164.9% | -1,169.8% | -69.2% |
| All | -99.2% | +495.2% | -594.4% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling