+831.0%
LITE vs PDD
+216.8%
+614.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +2.2% | -20.9% | -19.0% |
| 7D | -44.6% | +5.9% | -50.5% | -45.2% |
| 30D | -55.0% | +7.1% | -62.1% | -55.6% |
| 3M | -38.3% | -7.7% | -30.6% | -37.8% |
| 6M | -48.8% | -13.2% | -35.5% | -48.0% |
| YTD | +38.3% | -26.0% | +64.2% | +43.8% |
| 1Y | +119.0% | -38.4% | +157.4% | +134.5% |
| 3Y | +1,092.0% | -21.1% | +1,113.1% | +1,097.5% |
| 5Y | +446.1% | +0.3% | +445.7% | +386.6% |
| All | +831.0% | +216.8% | +614.2% | +492.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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