+214.4%
PDD vs LSCC
+1,331.1%
-1,116.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.6% | +10.8% | +5.0% |
| 7D | +5.9% | -4.8% | +10.7% | +6.9% |
| 30D | +7.1% | -27.1% | +34.2% | +17.4% |
| 3M | -7.7% | -23.6% | +15.9% | -1.5% |
| 6M | -13.2% | -19.8% | +6.6% | -12.1% |
| YTD | -26.0% | +33.2% | -59.2% | -39.3% |
| 1Y | -38.4% | +55.2% | -93.7% | -52.6% |
| 3Y | -21.1% | +70.1% | -91.2% | -48.4% |
| 5Y | +0.3% | +19.5% | -19.2% | -28.6% |
| All | +214.4% | +1,331.1% | -1,116.7% | +5.0% |
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