-96.5%
PLUG vs LTH
+142.9%
-239.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.7% | +8.1% |
| 7D | +5.8% | +4.5% | +1.4% | +3.4% |
| 30D | -18.5% | +16.3% | -34.9% | -25.0% |
| 3M | -30.0% | +8.4% | -38.3% | -33.4% |
| 6M | -56.2% | +40.3% | -96.5% | -64.1% |
| YTD | -26.4% | +77.3% | -103.7% | -47.8% |
| 1Y | -42.2% | +88.0% | -130.2% | -60.4% |
| 3Y | -76.8% | +274.3% | -351.1% | -90.5% |
| All | -96.5% | +142.9% | -239.3% | -98.3% |
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 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