+214.4%
PDD vs LDOS
+140.1%
+74.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +5.9% | -3.7% | +9.6% | +6.5% |
| 30D | +7.1% | +16.4% | -9.3% | +4.3% |
| 3M | -7.7% | +7.4% | -15.1% | -9.0% |
| 6M | -13.2% | -0.3% | -12.9% | -13.7% |
| YTD | -26.0% | -24.0% | -1.9% | -23.0% |
| 1Y | -38.4% | -29.6% | -8.9% | -35.1% |
| 3Y | -21.1% | +35.1% | -56.2% | -28.8% |
| 5Y | +0.3% | +52.9% | -52.6% | -13.6% |
| All | +214.4% | +140.1% | +74.3% | +133.8% |
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