-41.3%
PDD vs LH
+41.3%
-82.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | -4.9% | +1.1% | -6.0% | -5.0% |
| 30D | -3.0% | +16.7% | -19.8% | -4.2% |
| 3M | -6.2% | +15.1% | -21.3% | -7.2% |
| 6M | -20.7% | +46.3% | -67.0% | -23.5% |
| YTD | -30.4% | +48.8% | -79.1% | -32.3% |
| 1Y | -41.3% | +39.7% | -81.0% | -42.7% |
| All | -41.3% | +41.3% | -82.6% | -42.7% |
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