+267.4%
PLD vs LII
+166.2%
+101.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | +0.5% | -2.4% | +2.9% | +0.9% |
| 3M | -5.5% | -17.5% | +12.0% | +0.8% |
| 6M | -8.3% | -32.8% | +24.5% | +3.5% |
| YTD | +4.3% | -27.7% | +32.0% | +13.0% |
| 1Y | +7.4% | -28.1% | +35.5% | +16.4% |
| 3Y | +37.1% | -9.7% | +46.7% | +30.4% |
| 5Y | +1.3% | +19.5% | -18.2% | -17.4% |
| 10Y | +267.4% | +170.6% | +96.8% | +133.0% |
| All | +267.4% | +166.2% | +101.2% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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