+106.8%
LMT vs PDD
+200.9%
-94.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.1% |
| 7D | -1.5% | -4.1% | +2.6% | -1.5% |
| 30D | -8.2% | -13.1% | +4.8% | -8.2% |
| 3M | +3.7% | -3.5% | +7.2% | +3.7% |
| 6M | -19.2% | -21.8% | +2.6% | -19.1% |
| YTD | +12.9% | -29.7% | +42.5% | +13.0% |
| 1Y | +19.8% | -36.2% | +56.0% | +20.0% |
| 3Y | +37.3% | -16.4% | +53.6% | +37.0% |
| 5Y | +74.4% | -23.8% | +98.2% | +77.8% |
| All | +106.8% | +200.9% | -94.1% | +87.3% |
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 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