+1.9%
PLD vs LTH
+142.3%
-140.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | +0.7% | +7.0% | -6.3% | -0.9% |
| 30D | +0.8% | +15.4% | -14.6% | -2.5% |
| 3M | -6.1% | +7.0% | -13.1% | -7.8% |
| 6M | -8.0% | +46.9% | -54.9% | -16.3% |
| YTD | +4.7% | +76.4% | -71.8% | -9.6% |
| 1Y | +7.2% | +83.7% | -76.5% | -8.4% |
| 3Y | +39.2% | +248.9% | -209.7% | +0.1% |
| 5Y | +1.9% | +141.8% | -139.9% | -29.8% |
| All | +1.9% | +142.3% | -140.4% | -29.8% |
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