-94.3%
PLUG vs LTH
+183.0%
-277.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.7% |
| 7D | +14.5% | +7.0% | +7.5% | +10.5% |
| 30D | -10.7% | +15.4% | -26.2% | -17.3% |
| 3M | -31.2% | +7.0% | -38.2% | -34.1% |
| 6M | -51.9% | +46.9% | -98.8% | -61.5% |
| YTD | -23.9% | +76.4% | -100.3% | -45.5% |
| 1Y | -43.4% | +83.7% | -127.1% | -60.4% |
| 3Y | -74.7% | +248.9% | -323.6% | -88.8% |
| 5Y | -96.3% | +141.8% | -238.1% | -98.2% |
| All | -94.3% | +183.0% | -277.2% | -97.2% |
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