+47.9%
PLUG vs LYV
+564.6%
-516.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.2% | -1.9% | -1.3% | -2.2% |
| 30D | -8.3% | -8.2% | -0.1% | -3.9% |
| 3M | -25.8% | -1.3% | -24.5% | -25.7% |
| 6M | -5.8% | +2.6% | -8.4% | -8.1% |
| YTD | +6.6% | +19.4% | -12.8% | -5.1% |
| 1Y | +39.1% | -2.2% | +41.3% | +37.0% |
| 3Y | -73.7% | +106.0% | -179.8% | -84.0% |
| 5Y | -91.3% | +97.7% | -189.0% | -94.6% |
| All | +47.9% | +564.6% | -516.8% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 10y: compounded portfolio wealth divided by compounded LYV 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…
10y analysis · Full analysis span regression · 6 months rolling