-97.3%
PLUG vs LTH
+137.1%
-234.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +2.2% | -12.6% | -11.6% |
| 7D | -23.4% | -1.3% | -22.2% | -23.0% |
| 30D | -23.4% | +15.7% | -39.1% | -29.3% |
| 3M | -51.7% | +5.0% | -56.7% | -53.4% |
| 6M | -72.0% | +37.7% | -109.6% | -76.9% |
| YTD | -43.7% | +75.0% | -118.7% | -59.7% |
| 1Y | -55.4% | +82.6% | -138.1% | -69.0% |
| 3Y | -68.0% | +241.3% | -309.3% | -85.8% |
| All | -97.3% | +137.1% | -234.5% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling