-22.5%
PDD vs LH
+80.4%
-102.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | +5.6% | +1.4% | +4.2% | +5.4% |
| 30D | +5.8% | +17.5% | -11.7% | +3.8% |
| 3M | -8.6% | +16.1% | -24.7% | -10.2% |
| 6M | -18.8% | +43.4% | -62.2% | -22.5% |
| YTD | -26.8% | +47.2% | -74.0% | -30.3% |
| 1Y | -39.3% | +50.1% | -89.4% | -42.4% |
| 3Y | -22.5% | +81.2% | -103.7% | -26.2% |
| All | -22.5% | +80.4% | -102.9% | -26.2% |
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