+197.4%
PDD vs LBRT
-17.5%
+214.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.1% |
| 7D | -1.0% | -15.7% | +14.7% | +0.2% |
| 30D | -2.4% | -34.3% | +31.9% | +0.5% |
| 3M | -14.6% | -40.6% | +26.0% | -11.5% |
| 6M | -19.6% | -62.0% | +42.4% | -13.8% |
| YTD | -30.0% | -31.6% | +1.6% | -29.3% |
| 1Y | -42.5% | -25.8% | -16.7% | -42.5% |
| 3Y | -27.2% | -30.4% | +3.2% | -28.6% |
| 5Y | -8.2% | +18.7% | -26.9% | -15.0% |
| All | +197.4% | -17.5% | +214.9% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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