+1,044.7%
LITE vs PDD
+210.0%
+834.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.5% | -10.3% | -8.2% |
| 7D | -31.4% | +6.0% | -37.5% | -32.2% |
| 30D | -42.6% | +5.5% | -48.0% | -43.2% |
| 3M | -26.2% | -9.8% | -16.5% | -25.3% |
| 6M | -35.8% | -16.0% | -19.8% | -34.5% |
| YTD | +70.0% | -27.6% | +97.6% | +77.6% |
| 1Y | +232.7% | -38.6% | +271.4% | +256.9% |
| 3Y | +1,365.7% | -22.8% | +1,388.5% | +1,378.6% |
| 5Y | +609.5% | -5.2% | +614.7% | +538.4% |
| All | +1,044.7% | +210.0% | +834.7% | +631.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling