+4.0%
PDD vs LCID
-96.8%
+100.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.4% | -11.5% | -2.6% |
| 7D | +5.6% | +8.9% | -3.3% | +3.9% |
| 30D | +5.8% | -15.4% | +21.2% | +7.7% |
| 3M | -8.6% | -52.9% | +44.3% | +1.3% |
| 6M | -18.8% | -46.8% | +28.0% | -14.2% |
| YTD | -26.8% | -68.9% | +42.1% | -16.8% |
| 1Y | -39.3% | -81.7% | +42.4% | -25.1% |
| 3Y | -22.5% | -92.4% | +69.9% | +0.1% |
| 5Y | -0.8% | -99.2% | +98.4% | +84.4% |
| All | +4.0% | -96.8% | +100.8% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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