+234.3%
PLD vs LH
+190.8%
+43.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | -2.4% | -2.5% | +0.1% | -1.2% |
| 30D | -2.4% | +4.3% | -6.8% | -4.5% |
| 3M | -3.8% | +25.5% | -29.3% | -14.1% |
| 6M | 0.0% | +17.0% | -16.9% | -7.8% |
| YTD | +9.2% | +31.3% | -22.0% | -5.0% |
| 1Y | +25.9% | +20.0% | +5.9% | +14.0% |
| 3Y | +21.3% | +63.9% | -42.6% | -6.8% |
| 5Y | +14.1% | +30.9% | -16.7% | -4.0% |
| All | +234.3% | +190.8% | +43.5% | +83.6% |
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