-95.2%
PLUG vs LTH
+174.8%
-270.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.2% | -4.7% | -6.7% |
| 7D | -8.1% | -4.6% | -3.5% | -5.9% |
| 30D | -20.5% | +14.8% | -35.3% | -26.1% |
| 3M | -45.9% | +3.9% | -49.8% | -47.3% |
| 6M | -65.2% | +35.5% | -100.7% | -70.9% |
| YTD | -37.1% | +71.3% | -108.4% | -54.2% |
| 1Y | -54.6% | +75.7% | -130.3% | -67.4% |
| 3Y | -64.9% | +231.9% | -296.8% | -83.9% |
| 5Y | -97.1% | +130.5% | -227.6% | -98.6% |
| All | -95.2% | +174.8% | -270.1% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling