+7.4%
PLD vs LTH
+85.5%
-78.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.5% |
| 7D | +0.8% | +6.4% | -5.6% | +0.1% |
| 30D | +0.5% | +16.7% | -16.3% | -1.3% |
| 3M | -5.5% | +11.7% | -17.2% | -6.7% |
| 6M | -8.3% | +48.5% | -56.8% | -12.9% |
| YTD | +4.3% | +78.4% | -74.1% | -4.5% |
| 1Y | +7.4% | +89.7% | -82.2% | -2.8% |
| All | +7.4% | +85.5% | -78.1% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling