-37.6%
PDD vs LH
+11.8%
-49.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -0.7% |
| 7D | -4.6% | -7.4% | +2.8% | -4.2% |
| 30D | -14.0% | -4.6% | -9.4% | -13.7% |
| 3M | -4.9% | +14.5% | -19.4% | -5.6% |
| 6M | -25.8% | +14.8% | -40.6% | -26.1% |
| YTD | -31.4% | +23.3% | -54.6% | -31.4% |
| 1Y | -37.6% | +13.6% | -51.2% | -37.0% |
| All | -37.6% | +11.8% | -49.3% | -37.0% |
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