-18.7%
PDD vs LH
+64.2%
-82.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | -4.1% | -2.5% | -1.6% | -3.8% |
| 30D | -9.6% | +4.3% | -13.9% | -10.1% |
| 3M | -4.3% | +25.5% | -29.8% | -7.1% |
| 6M | -18.8% | +17.0% | -35.7% | -20.4% |
| YTD | -27.5% | +31.3% | -58.8% | -30.1% |
| 1Y | -33.6% | +20.0% | -53.6% | -35.2% |
| All | -18.7% | +64.2% | -82.9% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling