+194.4%
PDD vs LNT
+107.4%
+87.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.5% |
| 7D | -4.4% | +0.2% | -4.6% | -4.4% |
| 30D | -15.5% | -0.5% | -15.0% | -15.5% |
| 3M | -4.1% | -5.5% | +1.5% | -4.3% |
| 6M | -23.4% | -3.8% | -19.6% | -23.5% |
| YTD | -30.7% | +6.8% | -37.5% | -30.5% |
| 1Y | -37.6% | +9.3% | -47.0% | -37.4% |
| 3Y | -17.5% | +47.9% | -65.5% | -15.9% |
| 5Y | -24.6% | +31.6% | -56.2% | -23.7% |
| All | +194.4% | +107.4% | +87.0% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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