+27.8%
LMT vs PDD
-17.2%
+45.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.4% |
| 7D | -6.3% | -4.1% | -2.2% | -6.4% |
| 30D | -8.5% | -9.6% | +1.1% | -8.7% |
| 3M | +1.8% | -4.3% | +6.1% | +1.7% |
| 6M | -19.9% | -18.8% | -1.2% | -20.3% |
| YTD | +10.6% | -27.5% | +38.1% | +9.8% |
| 1Y | +17.9% | -33.6% | +51.6% | +16.8% |
| All | +27.8% | -17.2% | +45.0% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling