+249.9%
PLD vs LEN
+103.7%
+146.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -0.7% | -3.4% | +2.7% | +0.4% |
| 30D | -2.2% | -5.7% | +3.4% | -0.5% |
| 3M | -7.4% | -12.2% | +4.9% | -4.0% |
| 6M | +1.9% | -18.3% | +20.2% | +7.8% |
| YTD | +7.9% | -20.2% | +28.1% | +14.6% |
| 1Y | +25.1% | -40.1% | +65.1% | +45.6% |
| 3Y | +21.9% | -26.2% | +48.1% | +30.2% |
| 5Y | +16.3% | -9.8% | +26.1% | +13.3% |
| 10Y | +249.9% | +109.1% | +140.7% | +144.3% |
| All | +249.9% | +103.7% | +146.1% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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