-1.1%
PDD vs LCID
-97.1%
+96.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.2% | +11.1% | +3.2% |
| 7D | -4.9% | -10.2% | +5.3% | -3.7% |
| 30D | -3.0% | -10.2% | +7.1% | -2.4% |
| 3M | -6.2% | -54.1% | +47.9% | +4.0% |
| 6M | -20.7% | -53.8% | +33.0% | -14.6% |
| YTD | -30.4% | -72.0% | +41.7% | -19.9% |
| 1Y | -41.3% | -80.5% | +39.2% | -28.6% |
| 3Y | -27.7% | -92.6% | +64.9% | -7.0% |
| 5Y | -16.9% | -99.3% | +82.5% | +57.3% |
| All | -1.1% | -97.1% | +96.1% | +112.1% |
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