-96.5%
PLUG vs LTH
+155.3%
-251.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.8% | -8.3% | -7.9% |
| 7D | -4.9% | +5.3% | -10.2% | -7.4% |
| 30D | -27.4% | +18.3% | -45.7% | -33.7% |
| 3M | -35.7% | +5.4% | -41.1% | -37.9% |
| 6M | -59.3% | +62.5% | -121.9% | -69.5% |
| YTD | -31.5% | +79.6% | -111.1% | -51.7% |
| 1Y | -48.9% | +88.1% | -137.0% | -64.9% |
| 3Y | -79.6% | +272.5% | -352.1% | -91.6% |
| 5Y | -96.5% | +146.1% | -242.6% | -98.4% |
| All | -96.5% | +155.3% | -251.8% | -98.4% |
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