+901.5%
LITE vs PDD
-22.7%
+924.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.9% |
| 7D | -1.5% | -4.1% | +2.5% | -0.9% |
| 30D | +6.7% | -9.6% | +16.3% | +8.2% |
| 3M | -6.8% | -4.3% | -2.5% | -6.5% |
| 6M | +29.4% | -18.8% | +48.2% | +33.2% |
| YTD | +139.1% | -27.5% | +166.6% | +150.0% |
| 1Y | +521.0% | -33.6% | +554.6% | +558.8% |
| 3Y | +1,535.3% | -20.4% | +1,555.7% | +1,554.8% |
| All | +901.5% | -22.7% | +924.2% | +828.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling