+272.2%
PLD vs LII
+172.8%
+99.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -1.0% | -2.3% | +1.3% | -0.2% |
| 30D | -1.8% | -1.7% | -0.2% | -1.6% |
| 3M | -6.0% | -18.3% | +12.2% | +0.5% |
| 6M | -8.4% | -32.3% | +24.0% | +3.1% |
| YTD | +4.2% | -27.1% | +31.4% | +12.6% |
| 1Y | +6.2% | -27.2% | +33.4% | +14.6% |
| 3Y | +37.0% | -8.9% | +45.9% | +29.9% |
| 5Y | +1.2% | +19.7% | -18.5% | -17.6% |
| 10Y | +272.2% | +168.9% | +103.3% | +134.4% |
| All | +272.2% | +172.8% | +99.4% | +134.4% |
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