+211.0%
PDD vs LH
+151.8%
+59.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +5.6% | +1.4% | +4.2% | +5.2% |
| 30D | +5.8% | +17.5% | -11.7% | +0.8% |
| 3M | -8.6% | +16.1% | -24.7% | -12.6% |
| 6M | -18.8% | +43.4% | -62.2% | -27.3% |
| YTD | -26.8% | +47.2% | -74.0% | -35.1% |
| 1Y | -39.3% | +50.1% | -89.4% | -46.5% |
| 3Y | -22.5% | +81.2% | -103.7% | -36.8% |
| 5Y | -0.8% | +63.7% | -64.5% | -17.3% |
| All | +211.0% | +151.8% | +59.1% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling