+207.7%
PDD vs LSCC
+1,465.7%
-1,258.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.1% |
| 7D | +6.0% | +3.0% | +3.1% | +4.5% |
| 30D | +5.5% | -19.3% | +24.7% | +12.0% |
| 3M | -9.8% | -22.3% | +12.5% | -4.0% |
| 6M | -16.0% | -14.6% | -1.4% | -16.4% |
| YTD | -27.6% | +45.8% | -73.3% | -42.2% |
| 1Y | -38.6% | +69.6% | -108.2% | -54.0% |
| 3Y | -22.8% | +86.1% | -108.9% | -50.8% |
| 5Y | -5.2% | +30.7% | -35.9% | -34.4% |
| All | +207.7% | +1,465.7% | -1,258.0% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling