+235.8%
PLD vs LSCC
+1,155.2%
-919.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.6% | +6.5% | -0.6% |
| 7D | +0.4% | -4.8% | +5.2% | +1.0% |
| 30D | -0.1% | -27.1% | +27.0% | +5.2% |
| 3M | -7.9% | -23.6% | +15.6% | -4.3% |
| 6M | -7.0% | -19.8% | +12.9% | -5.8% |
| YTD | +3.1% | +33.2% | -30.2% | -6.8% |
| 1Y | +7.1% | +55.2% | -48.2% | -6.3% |
| 3Y | +32.9% | +70.1% | -37.2% | +8.3% |
| 5Y | +1.5% | +19.5% | -18.0% | -16.0% |
| All | +235.8% | +1,155.2% | -919.4% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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