+1,747.8%
PLD vs LH
+6,840.8%
-5,093.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -2.4% | -2.5% | +0.1% | -1.8% |
| 30D | -2.4% | +4.3% | -6.8% | -3.5% |
| 3M | -3.8% | +25.5% | -29.3% | -9.1% |
| 6M | 0.0% | +17.0% | -16.9% | -3.9% |
| YTD | +9.2% | +31.3% | -22.0% | +2.0% |
| 1Y | +25.9% | +20.0% | +5.9% | +20.0% |
| 3Y | +21.3% | +63.9% | -42.6% | +7.0% |
| 5Y | +14.1% | +30.9% | -16.7% | +5.6% |
| 10Y | +237.9% | +191.4% | +46.5% | +159.5% |
| All | +1,747.8% | +6,840.8% | -5,093.0% | +1,041.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling