-73.6%
PLUG vs LYV
+109.3%
-182.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.8% | -2.8% |
| 7D | 0.0% | -4.2% | +4.2% | +1.4% |
| 30D | -5.0% | -7.2% | +2.3% | -2.5% |
| 3M | -26.2% | +1.5% | -27.8% | -26.9% |
| 6M | -0.5% | +2.7% | -3.2% | -2.0% |
| YTD | +7.1% | +19.4% | -12.2% | -0.3% |
| 1Y | +46.5% | -0.5% | +47.0% | +44.7% |
| All | -73.6% | +109.3% | -182.9% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling