+129.4%
LITE vs PDD
-41.6%
+171.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.0% | +13.7% | +10.9% |
| 7D | -12.9% | -1.4% | -11.4% | -12.9% |
| 30D | -46.0% | -1.0% | -44.9% | -46.0% |
| 3M | -33.0% | -12.3% | -20.8% | -30.7% |
| 6M | -34.0% | -18.5% | -15.5% | -27.2% |
| YTD | +61.7% | -29.0% | +90.7% | +89.6% |
| All | +129.4% | -41.6% | +171.0% | +208.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling