+1,747.8%
PLD vs LNT
+1,451.5%
+296.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.4% | -0.1% | -2.3% | -2.3% |
| 30D | -2.4% | -3.2% | +0.7% | -0.5% |
| 3M | -3.8% | -4.1% | +0.3% | -1.5% |
| 6M | 0.0% | -4.6% | +4.6% | +2.6% |
| YTD | +9.2% | +7.0% | +2.2% | +4.3% |
| 1Y | +25.9% | +8.3% | +17.6% | +19.2% |
| 3Y | +21.3% | +51.0% | -29.7% | -7.5% |
| 5Y | +14.1% | +30.2% | -16.0% | -5.1% |
| 10Y | +237.9% | +143.6% | +94.3% | +92.3% |
| All | +1,747.8% | +1,451.5% | +296.3% | +403.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling