+240.3%
PLD vs LNT
+142.3%
+98.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.2% |
| 7D | -0.9% | +1.0% | -1.9% | -1.6% |
| 30D | -1.2% | -1.1% | -0.1% | -0.5% |
| 3M | -2.3% | -3.6% | +1.3% | 0.0% |
| 6M | +4.5% | -2.7% | +7.2% | +6.0% |
| YTD | +10.1% | +8.0% | +2.1% | +3.5% |
| 1Y | +25.9% | +10.5% | +15.4% | +16.3% |
| 3Y | +24.4% | +49.6% | -25.2% | -9.3% |
| 5Y | +15.5% | +32.2% | -16.8% | -8.5% |
| 10Y | +240.3% | +141.8% | +98.5% | +72.8% |
| All | +240.3% | +142.3% | +98.0% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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