-94.4%
PLUG vs LTH
+184.4%
-278.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.7% | +8.1% |
| 7D | +5.8% | +4.5% | +1.4% | +3.5% |
| 30D | -18.5% | +16.3% | -34.9% | -24.8% |
| 3M | -30.0% | +8.4% | -38.3% | -33.3% |
| 6M | -56.2% | +40.3% | -96.5% | -64.0% |
| YTD | -26.4% | +77.3% | -103.7% | -47.4% |
| 1Y | -42.2% | +88.0% | -130.2% | -60.0% |
| 3Y | -76.8% | +274.3% | -351.1% | -90.2% |
| 5Y | -96.2% | +142.9% | -239.1% | -98.2% |
| All | -94.4% | +184.4% | -278.8% | -97.3% |
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