+211.0%
PDD vs LDOS
+134.6%
+76.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | +5.6% | -7.2% | +12.8% | +6.9% |
| 30D | +5.8% | +16.8% | -11.1% | +3.0% |
| 3M | -8.6% | -1.6% | -7.0% | -8.5% |
| 6M | -18.8% | -1.0% | -17.9% | -19.2% |
| YTD | -26.8% | -25.8% | -1.0% | -23.5% |
| 1Y | -39.3% | -31.1% | -8.2% | -35.7% |
| 3Y | -22.5% | +32.8% | -55.3% | -29.9% |
| 5Y | -0.8% | +49.4% | -50.1% | -14.2% |
| All | +211.0% | +134.6% | +76.4% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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