-73.7%
PLUG vs LUMN
+385.3%
-459.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | -3.2% | +2.5% | -5.7% | -3.7% |
| 30D | -8.3% | +10.3% | -18.6% | -10.0% |
| 3M | -25.8% | -18.3% | -7.5% | -23.5% |
| 6M | -5.8% | +4.4% | -10.2% | -6.9% |
| YTD | +6.6% | -10.7% | +17.3% | +7.3% |
| 1Y | +39.1% | +14.0% | +25.1% | +34.6% |
| 3Y | -73.7% | +406.6% | -480.3% | -84.1% |
| All | -73.7% | +385.3% | -459.0% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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