+257.2%
PLD vs LMT
+197.1%
+60.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | +1.3% | +5.1% | -3.8% | -0.4% |
| 30D | -1.4% | +14.1% | -15.5% | -6.2% |
| 3M | -8.2% | +0.3% | -8.4% | -8.8% |
| 6M | -8.0% | +16.1% | -24.1% | -13.8% |
| YTD | +3.2% | +25.5% | -22.3% | -7.3% |
| 1Y | +7.0% | +34.1% | -27.1% | -6.5% |
| 3Y | +38.3% | +45.1% | -6.8% | +13.9% |
| 5Y | +0.2% | +100.9% | -100.8% | -30.8% |
| All | +257.2% | +197.1% | +60.1% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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