-27.2%
PDD vs LCID
-90.0%
+62.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -1.7% |
| 7D | -1.0% | +24.8% | -25.8% | -2.6% |
| 30D | -2.4% | -0.5% | -1.9% | -2.7% |
| 3M | -14.6% | -43.0% | +28.3% | -11.7% |
| 6M | -19.6% | -40.5% | +20.9% | -18.1% |
| YTD | -30.0% | -64.3% | +34.4% | -26.4% |
| 1Y | -42.5% | -78.1% | +35.5% | -37.7% |
| 3Y | -27.2% | -90.1% | +62.9% | -18.0% |
| All | -27.2% | -90.0% | +62.8% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling