-91.7%
PLUG vs LTH
+160.9%
-252.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | -0.9% | -0.6% | -0.3% | -0.7% |
| 30D | +3.3% | -4.6% | +7.9% | +5.6% |
| 3M | -39.7% | +32.8% | -72.5% | -48.8% |
| 6M | -12.5% | +64.6% | -77.1% | -34.5% |
| YTD | +10.2% | +62.6% | -52.5% | -17.3% |
| 1Y | +50.7% | +49.9% | +0.7% | +17.8% |
| 3Y | -74.5% | +151.3% | -225.8% | -86.4% |
| All | -91.7% | +160.9% | -252.6% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling