-19.3%
PDD vs LHX
+57.1%
-76.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.4% |
| 7D | -4.4% | -3.7% | -0.7% | -4.4% |
| 30D | -15.5% | -13.2% | -2.3% | -15.5% |
| 3M | -4.1% | -18.4% | +14.3% | -4.1% |
| 6M | -23.4% | -32.0% | +8.5% | -23.4% |
| YTD | -30.7% | -13.6% | -17.0% | -30.0% |
| 1Y | -37.6% | -6.0% | -31.7% | -36.4% |
| All | -19.3% | +57.1% | -76.3% | -19.4% |
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