+1,103.8%
LITE vs PDD
-22.3%
+1,126.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +2.2% | -20.9% | -19.1% |
| 7D | -44.6% | +5.9% | -50.5% | -45.4% |
| 30D | -55.0% | +7.1% | -62.1% | -55.8% |
| 3M | -38.3% | -7.7% | -30.6% | -37.5% |
| 6M | -48.8% | -13.2% | -35.5% | -47.4% |
| YTD | +38.3% | -26.0% | +64.2% | +47.3% |
| 1Y | +119.0% | -38.4% | +157.4% | +143.1% |
| All | +1,103.8% | -22.3% | +1,126.2% | +1,158.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling