+256.8%
PLD vs LVS
-12.6%
+269.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.1% |
| 7D | +0.7% | +5.2% | -4.5% | -0.4% |
| 30D | +0.8% | +12.0% | -11.2% | -1.6% |
| 3M | -6.1% | -11.5% | +5.4% | -3.9% |
| 6M | -8.0% | -23.2% | +15.2% | -3.2% |
| YTD | +4.7% | -36.7% | +41.3% | +13.9% |
| 1Y | +7.2% | -36.8% | +44.0% | +16.7% |
| 3Y | +39.2% | -10.5% | +49.8% | +37.5% |
| 5Y | +1.9% | +5.1% | -3.2% | -6.0% |
| 10Y | +256.8% | -14.0% | +270.7% | +226.3% |
| All | +256.8% | -12.6% | +269.4% | +226.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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