+197.4%
PDD vs LSCC
+1,524.1%
-1,326.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -0.6% |
| 7D | -1.0% | +5.0% | -6.0% | -3.1% |
| 30D | -2.4% | -11.7% | +9.3% | +0.1% |
| 3M | -14.6% | -13.3% | -1.3% | -12.9% |
| 6M | -19.6% | -12.5% | -7.1% | -20.9% |
| YTD | -30.0% | +51.2% | -81.2% | -45.1% |
| 1Y | -42.5% | +65.9% | -108.4% | -56.7% |
| 3Y | -27.2% | +95.3% | -122.5% | -54.6% |
| 5Y | -8.2% | +38.6% | -46.8% | -38.0% |
| All | +197.4% | +1,524.1% | -1,326.7% | -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