+195.8%
PDD vs LBRT
-13.8%
+209.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | -4.9% | +9.2% | -14.1% | -5.6% |
| 30D | -3.0% | -27.5% | +24.5% | -0.9% |
| 3M | -6.2% | -37.9% | +31.7% | -3.1% |
| 6M | -20.7% | -60.7% | +40.0% | -15.2% |
| YTD | -30.4% | -28.5% | -1.9% | -29.9% |
| 1Y | -41.3% | -13.2% | -28.1% | -42.0% |
| 3Y | -27.7% | -28.8% | +1.1% | -29.2% |
| 5Y | -16.9% | +28.0% | -44.8% | -23.5% |
| All | +195.8% | -13.8% | +209.5% | +223.3% |
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