+207.9%
PDD vs LHX
+98.0%
+109.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.8% |
| 7D | -4.1% | -2.0% | -2.1% | -4.0% |
| 30D | -9.6% | -9.9% | +0.3% | -9.1% |
| 3M | -4.3% | -16.5% | +12.2% | -3.4% |
| 6M | -18.8% | -29.6% | +10.8% | -17.2% |
| YTD | -27.5% | -11.6% | -15.9% | -27.0% |
| 1Y | -33.6% | -4.1% | -29.6% | -33.5% |
| 3Y | -20.4% | +53.3% | -73.7% | -23.1% |
| 5Y | -19.6% | +22.3% | -41.8% | -23.0% |
| All | +207.9% | +98.0% | +109.9% | +147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling