+256.8%
PLD vs LNT
+166.8%
+89.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.1% |
| 7D | +0.7% | +0.6% | +0.1% | +0.3% |
| 30D | +0.8% | +12.4% | -11.6% | -7.2% |
| 3M | -6.1% | +6.7% | -12.8% | -10.5% |
| 6M | -8.0% | +3.9% | -11.9% | -10.9% |
| YTD | +4.7% | +16.5% | -11.9% | -6.8% |
| 1Y | +7.2% | +12.5% | -5.3% | -2.2% |
| 3Y | +39.2% | +66.9% | -27.7% | -5.9% |
| 5Y | +1.9% | +56.1% | -54.2% | -28.2% |
| 10Y | +256.8% | +173.2% | +83.6% | +74.5% |
| All | +256.8% | +166.8% | +89.9% | +74.5% |
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