+195.8%
PDD vs LSCC
+1,540.1%
-1,344.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.3% | +3.6% |
| 7D | -4.9% | +7.0% | -11.9% | -7.5% |
| 30D | -3.0% | -2.3% | -0.7% | -4.1% |
| 3M | -6.2% | -12.5% | +6.3% | -4.9% |
| 6M | -20.7% | -10.6% | -10.1% | -22.8% |
| YTD | -30.4% | +52.7% | -83.0% | -45.7% |
| 1Y | -41.3% | +74.0% | -115.2% | -56.7% |
| 3Y | -27.7% | +104.8% | -132.5% | -56.0% |
| 5Y | -16.9% | +36.2% | -53.1% | -43.7% |
| All | +195.8% | +1,540.1% | -1,344.4% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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