+17.3%
PLD vs LHX
+18.8%
-1.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -1.5% |
| 7D | -0.7% | -3.7% | +3.0% | +0.3% |
| 30D | -2.2% | -13.2% | +10.9% | +1.4% |
| 3M | -7.4% | -18.4% | +11.0% | -2.6% |
| 6M | +1.9% | -32.0% | +33.9% | +13.0% |
| YTD | +7.9% | -13.6% | +21.5% | +10.6% |
| 1Y | +25.1% | -6.0% | +31.0% | +24.2% |
| 3Y | +21.9% | +57.9% | -36.1% | +0.5% |
| All | +17.3% | +18.8% | -1.5% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling