+144.6%
LLY vs PLD
+37.2%
+107.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | +1.6% | +0.8% | +0.8% | +1.5% |
| 30D | +21.5% | +0.5% | +21.0% | +21.2% |
| 3M | +16.4% | -5.5% | +21.9% | +17.9% |
| 6M | +51.5% | -8.3% | +59.8% | +54.3% |
| YTD | +33.9% | +4.3% | +29.6% | +32.4% |
| 1Y | +49.1% | +7.4% | +41.7% | +46.4% |
| 3Y | +144.6% | +37.1% | +107.6% | +140.9% |
| All | +144.6% | +37.2% | +107.4% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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