+15.1%
PLD vs LTH
+174.8%
-159.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.0% | -0.2% |
| 7D | 0.0% | -4.6% | +4.6% | +1.0% |
| 30D | -3.7% | +14.8% | -18.6% | -6.8% |
| 3M | -7.9% | +3.9% | -11.9% | -9.0% |
| 6M | -9.2% | +35.5% | -44.7% | -15.7% |
| YTD | +3.1% | +71.3% | -68.3% | -10.1% |
| 1Y | +6.2% | +75.7% | -69.5% | -8.0% |
| 3Y | +35.4% | +231.9% | -196.5% | -0.6% |
| 5Y | +0.1% | +130.5% | -130.4% | -30.3% |
| All | +15.1% | +174.8% | -159.7% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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