+257.2%
PLD vs LHX
+215.8%
+41.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +1.3% | +4.8% | -3.4% | -0.4% |
| 30D | -1.4% | +14.7% | -16.0% | -6.5% |
| 3M | -8.2% | -5.1% | -3.0% | -6.7% |
| 6M | -8.0% | -9.9% | +1.9% | -5.4% |
| YTD | +3.2% | -6.1% | +9.2% | +3.4% |
| 1Y | +7.0% | -4.0% | +11.0% | +6.2% |
| 3Y | +38.3% | +56.9% | -18.6% | +9.9% |
| 5Y | +0.2% | +36.6% | -36.4% | -17.5% |
| All | +257.2% | +215.8% | +41.4% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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