+38.3%
PLD vs LHX
+57.4%
-19.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +1.3% | +4.8% | -3.4% | +0.4% |
| 30D | -1.4% | +14.7% | -16.0% | -4.4% |
| 3M | -8.2% | -5.1% | -3.0% | -7.3% |
| 6M | -8.0% | -9.9% | +1.9% | -6.2% |
| YTD | +3.2% | -6.1% | +9.2% | +2.6% |
| 1Y | +7.0% | -4.0% | +11.0% | +5.6% |
| 3Y | +38.3% | +56.9% | -18.6% | -0.5% |
| All | +38.3% | +57.4% | -19.1% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling