+22.0%
PLD vs LTH
+160.9%
-138.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -2.4% | -0.6% | -1.7% | -2.3% |
| 30D | -2.4% | -4.6% | +2.2% | -1.5% |
| 3M | -3.8% | +32.8% | -36.6% | -10.1% |
| 6M | 0.0% | +64.6% | -64.6% | -11.5% |
| YTD | +9.2% | +62.6% | -53.4% | -3.4% |
| 1Y | +25.9% | +49.9% | -24.0% | +13.2% |
| 3Y | +21.3% | +151.3% | -130.0% | -5.9% |
| All | +22.0% | +160.9% | -138.9% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling