+89.7%
LMT vs PDD
-1.2%
+90.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.6% |
| 7D | -11.0% | +5.6% | -16.6% | -10.9% |
| 30D | +13.6% | +5.8% | +7.8% | +13.7% |
| 3M | -2.1% | -8.6% | +6.5% | -2.2% |
| 6M | +11.7% | -18.8% | +30.5% | +11.3% |
| YTD | +19.4% | -26.8% | +46.1% | +18.8% |
| 1Y | +24.1% | -39.3% | +63.3% | +23.0% |
| 3Y | +36.2% | -22.5% | +58.7% | +36.3% |
| All | +89.7% | -1.2% | +90.9% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling