-27.7%
PDD vs LHX
+57.4%
-85.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -4.9% | +4.8% | -9.7% | -4.8% |
| 30D | -3.0% | +14.7% | -17.7% | -2.9% |
| 3M | -6.2% | -5.1% | -1.0% | -6.2% |
| 6M | -20.7% | -9.9% | -10.8% | -20.7% |
| YTD | -30.4% | -6.1% | -24.3% | -29.5% |
| 1Y | -41.3% | -4.0% | -37.3% | -40.5% |
| 3Y | -27.7% | +56.9% | -84.6% | -27.0% |
| All | -27.7% | +57.4% | -85.1% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling