-95.8%
PLUG vs LYV
+1,449.5%
-1,545.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.9% |
| 7D | +8.1% | -3.8% | +11.9% | +9.8% |
| 30D | +3.7% | -5.7% | +9.3% | +6.2% |
| 3M | -29.2% | +6.9% | -36.0% | -31.6% |
| 6M | +6.1% | +9.2% | -3.1% | +1.4% |
| YTD | +14.7% | +19.6% | -4.9% | +5.0% |
| 1Y | +56.9% | +0.6% | +56.3% | +53.5% |
| 3Y | -71.6% | +110.6% | -182.2% | -80.4% |
| 5Y | -91.0% | +96.6% | -187.7% | -93.6% |
| 10Y | +55.9% | +546.4% | -490.5% | -32.3% |
| All | -95.8% | +1,449.5% | -1,545.3% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling