-33.6%
PDD vs LH
+20.0%
-53.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.8% |
| 7D | -4.1% | -2.5% | -1.6% | -3.9% |
| 30D | -9.6% | +4.3% | -13.9% | -9.8% |
| 3M | -4.3% | +25.5% | -29.8% | -5.6% |
| 6M | -18.8% | +17.0% | -35.7% | -19.5% |
| YTD | -27.5% | +31.3% | -58.8% | -28.1% |
| 1Y | -33.6% | +20.0% | -53.6% | -33.5% |
| All | -33.6% | +20.0% | -53.6% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling