-76.8%
PLUG vs LTH
+268.4%
-345.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.7% | +7.9% |
| 7D | +5.8% | +4.5% | +1.4% | +4.1% |
| 30D | -18.5% | +16.3% | -34.9% | -23.1% |
| 3M | -30.0% | +8.4% | -38.3% | -32.3% |
| 6M | -56.2% | +40.3% | -96.5% | -62.1% |
| YTD | -26.4% | +77.3% | -103.7% | -42.6% |
| 1Y | -42.2% | +88.0% | -130.2% | -56.0% |
| 3Y | -76.8% | +274.3% | -351.1% | -88.9% |
| All | -76.8% | +268.4% | -345.2% | -88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling