+214.4%
PDD vs LBRT
-25.1%
+239.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -13.7% | +15.9% | +3.3% |
| 7D | +5.9% | -34.8% | +40.7% | +9.3% |
| 30D | +7.1% | -43.6% | +50.7% | +11.7% |
| 3M | -7.7% | -41.2% | +33.5% | -4.2% |
| 6M | -13.2% | -66.1% | +52.8% | -6.1% |
| YTD | -26.0% | -37.9% | +11.9% | -24.6% |
| 1Y | -38.4% | -33.9% | -4.5% | -37.8% |
| 3Y | -21.1% | -40.9% | +19.7% | -21.5% |
| 5Y | +0.3% | +2.1% | -1.8% | -6.0% |
| All | +214.4% | -25.1% | +239.5% | +247.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling