-18.7%
PDD vs LSCC
+20.0%
-38.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.4% |
| 7D | -4.1% | +1.3% | -5.4% | -4.3% |
| 30D | -9.6% | -9.7% | +0.1% | -8.2% |
| 3M | -4.3% | -23.7% | +19.4% | -0.9% |
| 6M | -18.8% | +26.5% | -45.2% | -24.4% |
| YTD | -27.5% | +57.5% | -85.0% | -35.7% |
| 1Y | -33.6% | +75.7% | -109.3% | -42.8% |
| All | -18.7% | +20.0% | -38.7% | -20.6% |
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