+195.8%
PDD vs LHX
+110.3%
+85.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -4.9% | +4.8% | -9.7% | -5.1% |
| 30D | -3.0% | +14.7% | -17.7% | -3.8% |
| 3M | -6.2% | -5.1% | -1.0% | -6.0% |
| 6M | -20.7% | -9.9% | -10.8% | -20.4% |
| YTD | -30.4% | -6.1% | -24.3% | -30.2% |
| 1Y | -41.3% | -4.0% | -37.3% | -41.2% |
| 3Y | -27.7% | +56.9% | -84.6% | -30.2% |
| 5Y | -16.9% | +36.6% | -53.5% | -21.3% |
| All | +195.8% | +110.3% | +85.5% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 10y: compounded portfolio wealth divided by compounded LHX 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…
10y analysis · Full analysis span regression · 6 months rolling