-21.6%
PDD vs LSCC
+69.3%
-90.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.6% | +10.8% | +3.4% |
| 7D | +5.9% | -4.8% | +10.7% | +6.3% |
| 30D | +7.1% | -27.1% | +34.2% | +11.6% |
| 3M | -7.7% | -23.6% | +15.9% | -4.9% |
| 6M | -13.2% | -19.8% | +6.6% | -12.8% |
| YTD | -26.0% | +33.2% | -59.2% | -33.1% |
| 1Y | -38.4% | +55.2% | -93.7% | -46.1% |
| All | -21.6% | +69.3% | -90.9% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling