-22.5%
PDD vs LSCC
+81.4%
-103.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.1% | -8.2% | -2.1% |
| 7D | +5.6% | +13.0% | -7.3% | +3.6% |
| 30D | +5.8% | -19.8% | +25.6% | +8.7% |
| 3M | -8.6% | -18.4% | +9.8% | -6.7% |
| 6M | -18.8% | -16.1% | -2.7% | -18.9% |
| YTD | -26.8% | +42.7% | -69.5% | -34.5% |
| 1Y | -39.3% | +68.0% | -107.3% | -47.5% |
| 3Y | -22.5% | +85.8% | -108.3% | -34.3% |
| All | -22.5% | +81.4% | -103.9% | -34.3% |
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