+201.5%
PDD vs LH
+155.5%
+46.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.5% | -3.4% |
| 7D | -1.4% | +4.6% | -6.0% | -2.7% |
| 30D | -1.0% | +19.1% | -20.2% | -6.0% |
| 3M | -12.3% | +16.7% | -29.0% | -16.3% |
| 6M | -18.5% | +47.0% | -65.5% | -27.5% |
| YTD | -29.0% | +49.3% | -78.3% | -37.3% |
| 1Y | -40.7% | +48.6% | -89.3% | -47.6% |
| 3Y | -25.7% | +87.8% | -113.5% | -40.1% |
| 5Y | -3.3% | +65.0% | -68.3% | -19.6% |
| All | +201.5% | +155.5% | +46.0% | +119.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling