+490.8%
LITE vs PDD
-1.2%
+492.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.8% |
| 7D | -35.9% | +5.6% | -41.6% | -36.6% |
| 30D | -51.5% | +5.8% | -57.3% | -52.1% |
| 3M | -35.7% | -8.6% | -27.1% | -35.1% |
| 6M | -43.0% | -18.8% | -24.1% | -41.5% |
| YTD | +46.1% | -26.8% | +72.9% | +52.1% |
| 1Y | +124.7% | -39.3% | +164.0% | +140.5% |
| 3Y | +1,172.1% | -22.5% | +1,194.6% | +1,187.6% |
| All | +490.8% | -1.2% | +492.0% | +456.3% |
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