-23.7%
PDD vs LDOS
+43.9%
-67.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -4.1% | -5.4% | +1.3% | -3.6% |
| 30D | -9.6% | +4.9% | -14.5% | -10.1% |
| 3M | -4.3% | +7.2% | -11.5% | -5.2% |
| 6M | -18.8% | -24.2% | +5.5% | -16.7% |
| YTD | -27.5% | -25.8% | -1.7% | -25.6% |
| 1Y | -33.6% | -24.7% | -8.9% | -32.0% |
| 3Y | -20.4% | +39.3% | -59.7% | -26.7% |
| All | -23.7% | +43.9% | -67.6% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling