+197.4%
PDD vs LII
+87.5%
+109.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -2.4% | -2.4% | 0.0% | -2.0% |
| 3M | -14.6% | -17.5% | +2.9% | -10.2% |
| 6M | -19.6% | -32.8% | +13.2% | -11.9% |
| YTD | -30.0% | -27.7% | -2.3% | -25.6% |
| 1Y | -42.5% | -28.1% | -14.4% | -38.9% |
| 3Y | -27.2% | -9.7% | -17.5% | -32.8% |
| 5Y | -8.2% | +19.5% | -27.7% | -27.0% |
| All | +197.4% | +87.5% | +109.9% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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