+256.9%
PLD vs LH
+263.7%
-6.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | 0.0% | +2.5% | -2.5% | -1.1% |
| 30D | -3.7% | +18.7% | -22.5% | -11.6% |
| 3M | -7.9% | +15.3% | -23.3% | -14.5% |
| 6M | -9.2% | +45.4% | -54.6% | -24.8% |
| YTD | +3.1% | +49.5% | -46.5% | -16.2% |
| 1Y | +6.2% | +41.4% | -35.2% | -11.3% |
| 3Y | +35.4% | +87.6% | -52.2% | -2.9% |
| 5Y | +0.1% | +53.8% | -53.7% | -22.3% |
| All | +256.9% | +263.7% | -6.8% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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