-25.7%
PDD vs LII
-8.9%
-16.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.3% |
| 7D | -1.4% | -1.2% | -0.3% | -1.3% |
| 30D | -1.0% | -2.0% | +0.9% | -0.9% |
| 3M | -12.3% | -20.2% | +8.0% | -10.3% |
| 6M | -18.5% | -32.5% | +14.0% | -15.9% |
| YTD | -29.0% | -27.4% | -1.6% | -27.8% |
| 1Y | -40.7% | -28.2% | -12.6% | -39.7% |
| 3Y | -25.7% | -7.2% | -18.5% | -9.4% |
| All | -25.7% | -8.9% | -16.7% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling