+39.2%
PLD vs LNG
+71.4%
-32.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +2.5% |
| 7D | +0.7% | -8.4% | +9.1% | +1.6% |
| 30D | +0.8% | +2.7% | -1.8% | +0.3% |
| 3M | -6.1% | +11.7% | -17.9% | -7.7% |
| 6M | -8.0% | +19.5% | -27.5% | -10.6% |
| YTD | +4.7% | +48.0% | -43.3% | -3.7% |
| 1Y | +7.2% | +38.4% | -31.1% | 0.0% |
| 3Y | +39.2% | +71.9% | -32.6% | +27.7% |
| All | +39.2% | +71.4% | -32.2% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 3y: compounded portfolio wealth divided by compounded LNG 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…
3y analysis · Full analysis span regression · 6 months rolling