+1,747.8%
PLD vs LNG
+5,480.3%
-3,732.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -2.4% | +3.4% | -5.8% | -2.7% |
| 30D | -2.4% | +14.9% | -17.3% | -3.8% |
| 3M | -3.8% | +21.4% | -25.2% | -5.7% |
| 6M | 0.0% | +17.8% | -17.8% | -1.9% |
| YTD | +9.2% | +51.3% | -42.1% | +4.5% |
| 1Y | +25.9% | +24.4% | +1.5% | +22.8% |
| 3Y | +21.3% | +79.7% | -58.4% | +13.6% |
| 5Y | +14.1% | +241.3% | -227.2% | -0.2% |
| 10Y | +237.9% | +603.1% | -365.3% | +171.3% |
| All | +1,747.8% | +5,480.3% | -3,732.5% | +919.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling