+170.6%
PLD vs LBRT
-16.2%
+186.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.1% | -5.3% | +2.1% |
| 7D | +0.7% | -11.9% | +12.6% | +1.6% |
| 30D | +0.8% | -31.9% | +32.8% | +3.9% |
| 3M | -6.1% | -34.9% | +28.8% | -3.1% |
| 6M | -8.0% | -60.7% | +52.6% | -1.1% |
| YTD | +4.7% | -29.2% | +33.9% | +5.6% |
| 1Y | +7.2% | -23.6% | +30.8% | +7.2% |
| 3Y | +39.2% | -26.8% | +66.1% | +36.2% |
| 5Y | +1.9% | +16.3% | -14.4% | -5.6% |
| All | +170.6% | -16.2% | +186.8% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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