+126.9%
LMT vs PDD
+203.8%
-76.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.8% | +3.7% |
| 7D | -8.5% | -1.4% | -7.1% | -8.5% |
| 30D | +15.4% | -1.0% | +16.5% | +15.4% |
| 3M | +0.7% | -12.3% | +12.9% | +0.7% |
| 6M | +17.6% | -18.5% | +36.1% | +17.7% |
| YTD | +23.8% | -29.0% | +52.8% | +23.9% |
| 1Y | +31.6% | -40.7% | +72.4% | +31.8% |
| 3Y | +44.0% | -25.7% | +69.7% | +43.8% |
| 5Y | +98.8% | -3.3% | +102.1% | +101.2% |
| All | +126.9% | +203.8% | -76.9% | +105.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling