+240.1%
PLD vs LHX
+231.6%
+8.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.8% | -4.8% | +2.0% | -1.1% |
| 30D | -3.6% | -12.7% | +9.1% | +1.2% |
| 3M | -7.1% | -17.6% | +10.5% | -1.0% |
| 6M | +0.2% | -30.7% | +31.0% | +14.1% |
| YTD | +6.9% | -14.3% | +21.3% | +11.2% |
| 1Y | +25.0% | -8.4% | +33.4% | +26.1% |
| 3Y | +20.8% | +56.7% | -35.9% | -4.0% |
| 5Y | +16.2% | +18.5% | -2.3% | +1.6% |
| All | +240.1% | +231.6% | +8.5% | +144.1% |
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