+552.2%
PLD vs LVS
+56.6%
+495.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | -0.8% | +11.1% | -11.9% | -3.7% |
| 30D | -0.3% | +14.7% | -14.9% | -4.1% |
| 3M | -8.0% | -10.9% | +2.9% | -5.3% |
| 6M | -9.8% | -22.3% | +12.6% | -3.9% |
| YTD | +1.8% | -35.8% | +37.6% | +13.3% |
| 1Y | +5.6% | -33.5% | +39.1% | +16.3% |
| 3Y | +33.3% | -11.7% | +45.0% | +32.3% |
| 5Y | +0.3% | +2.6% | -2.3% | -9.7% |
| 10Y | +241.6% | -11.9% | +253.5% | +193.9% |
| All | +552.2% | +56.6% | +495.6% | +215.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling