+33.3%
PLD vs LTH
+268.4%
-235.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -0.8% | +4.5% | -5.3% | -1.8% |
| 30D | -0.3% | +16.3% | -16.6% | -3.7% |
| 3M | -8.0% | +8.4% | -16.4% | -9.9% |
| 6M | -9.8% | +40.3% | -50.1% | -17.1% |
| YTD | +1.8% | +77.3% | -75.5% | -12.6% |
| 1Y | +5.6% | +88.0% | -82.4% | -10.8% |
| 3Y | +33.3% | +274.3% | -241.0% | -7.9% |
| All | +33.3% | +268.4% | -235.2% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling