+1,509.6%
LITE vs PDD
+210.2%
+1,299.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 3M | -6.8% | -4.3% | -2.5% | -6.5% |
| 6M | +29.4% | -18.8% | +48.2% | +33.3% |
| YTD | +139.1% | -27.5% | +166.6% | +150.5% |
| 1Y | +521.0% | -33.6% | +554.6% | +560.6% |
| 3Y | +1,535.3% | -20.4% | +1,555.7% | +1,545.3% |
| 5Y | +889.8% | -19.6% | +909.4% | +814.9% |
| All | +1,509.6% | +210.2% | +1,299.4% | +931.8% |
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