+599.9%
PLD vs LVS
+69.2%
+530.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.4% | -1.5% | -0.9% | -2.0% |
| 30D | -2.4% | -3.2% | +0.8% | -1.6% |
| 3M | -3.8% | -12.0% | +8.2% | -0.6% |
| 6M | 0.0% | -19.9% | +19.9% | +5.7% |
| YTD | +9.2% | -30.6% | +39.9% | +19.3% |
| 1Y | +25.9% | -17.7% | +43.7% | +30.2% |
| 3Y | +21.3% | -14.2% | +35.5% | +21.5% |
| 5Y | +14.1% | +9.6% | +4.5% | +0.4% |
| 10Y | +237.9% | +5.7% | +232.2% | +176.3% |
| All | +599.9% | +69.2% | +530.7% | +232.0% |
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