-18.7%
PDD vs LII
+5.3%
-24.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | +0.6% |
| 7D | -4.1% | -0.7% | -3.3% | -4.0% |
| 30D | -9.6% | -12.6% | +3.0% | -8.3% |
| 3M | -4.3% | -24.4% | +20.2% | -2.2% |
| 6M | -18.8% | -28.7% | +9.9% | -16.6% |
| YTD | -27.5% | -19.1% | -8.4% | -27.0% |
| 1Y | -33.6% | -29.7% | -3.9% | -32.1% |
| All | -18.7% | +5.3% | -24.0% | -20.3% |
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 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