+1,747.8%
PLD vs LHX
+2,227.2%
-479.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | -2.4% | -2.0% | -0.4% | -1.7% |
| 30D | -2.4% | -9.9% | +7.5% | +1.2% |
| 3M | -3.8% | -16.5% | +12.7% | +1.9% |
| 6M | 0.0% | -29.6% | +29.6% | +12.5% |
| YTD | +9.2% | -11.6% | +20.8% | +12.5% |
| 1Y | +25.9% | -4.1% | +30.0% | +25.4% |
| 3Y | +21.3% | +53.3% | -32.0% | +0.4% |
| 5Y | +14.1% | +22.3% | -8.1% | +0.9% |
| 10Y | +237.9% | +231.9% | +6.0% | +102.6% |
| All | +1,747.8% | +2,227.2% | -479.4% | +613.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling