+211.0%
PDD vs LBRT
-21.0%
+232.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.4% | -6.5% | -1.5% |
| 7D | +5.6% | -29.1% | +34.8% | +8.2% |
| 30D | +5.8% | -38.4% | +44.2% | +9.5% |
| 3M | -8.6% | -40.1% | +31.4% | -5.3% |
| 6M | -18.8% | -62.9% | +44.1% | -12.8% |
| YTD | -26.8% | -34.5% | +7.7% | -25.8% |
| 1Y | -39.3% | -30.2% | -9.1% | -38.9% |
| 3Y | -22.5% | -37.5% | +15.0% | -23.2% |
| 5Y | -0.8% | +7.6% | -8.4% | -7.5% |
| All | +211.0% | -21.0% | +232.0% | +242.4% |
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