+1,621.7%
PLD vs LH
+7,683.3%
-6,061.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -0.8% | +1.4% | -2.2% | -1.2% |
| 30D | -0.3% | +17.5% | -17.8% | -4.3% |
| 3M | -8.0% | +16.1% | -24.1% | -11.5% |
| 6M | -9.8% | +43.4% | -53.2% | -17.7% |
| YTD | +1.8% | +47.2% | -45.4% | -7.8% |
| 1Y | +5.6% | +50.1% | -44.5% | -4.9% |
| 3Y | +33.3% | +81.2% | -47.9% | +14.5% |
| 5Y | +0.3% | +63.7% | -63.4% | -12.1% |
| 10Y | +241.6% | +269.2% | -27.6% | +149.1% |
| All | +1,621.7% | +7,683.3% | -6,061.6% | +931.8% |
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