-78.4%
PLUG vs LTH
+273.3%
-351.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.8% | -8.3% | -7.8% |
| 7D | -4.9% | +5.3% | -10.2% | -6.7% |
| 30D | -27.4% | +18.3% | -45.7% | -31.8% |
| 3M | -35.7% | +5.4% | -41.1% | -37.2% |
| 6M | -59.3% | +62.5% | -121.9% | -67.0% |
| YTD | -31.5% | +79.6% | -111.1% | -46.8% |
| 1Y | -48.9% | +88.1% | -137.0% | -61.1% |
| All | -78.4% | +273.3% | -351.8% | -89.7% |
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 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