+207.9%
PDD vs LSCC
+1,592.0%
-1,384.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | 0.0% |
| 7D | -4.1% | +1.3% | -5.4% | -4.5% |
| 30D | -9.6% | -9.7% | +0.1% | -6.8% |
| 3M | -4.3% | -23.7% | +19.4% | +2.0% |
| 6M | -18.8% | +26.5% | -45.2% | -29.2% |
| YTD | -27.5% | +57.5% | -85.0% | -42.5% |
| 1Y | -33.6% | +75.7% | -109.3% | -50.2% |
| 3Y | -20.4% | +19.5% | -39.9% | -36.9% |
| 5Y | -19.6% | +83.8% | -103.3% | -49.8% |
| All | +207.9% | +1,592.0% | -1,384.1% | -0.6% |
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 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