-23.8%
PDD vs LH
+31.3%
-55.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | -4.1% | -0.8% | -3.3% | -3.8% |
| 30D | -13.1% | +2.0% | -15.1% | -13.7% |
| 3M | -3.5% | +24.3% | -27.7% | -10.7% |
| 6M | -21.8% | +21.1% | -42.8% | -27.1% |
| YTD | -29.7% | +30.4% | -60.1% | -36.4% |
| 1Y | -36.2% | +18.4% | -54.6% | -40.4% |
| 3Y | -16.4% | +65.5% | -81.8% | -34.5% |
| 5Y | -23.8% | +29.9% | -53.7% | -33.1% |
| All | -23.8% | +31.3% | -55.1% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling