-16.4%
PDD vs LTH
+186.2%
-202.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | -1.0% | +6.4% | -7.4% | -2.7% |
| 30D | -2.4% | +16.7% | -19.1% | -6.7% |
| 3M | -14.6% | +11.7% | -26.3% | -17.6% |
| 6M | -19.6% | +48.5% | -68.1% | -29.1% |
| YTD | -30.0% | +78.4% | -108.4% | -42.0% |
| 1Y | -42.5% | +89.7% | -132.2% | -53.3% |
| 3Y | -27.2% | +245.6% | -272.8% | -54.1% |
| 5Y | -8.2% | +142.7% | -150.9% | -51.5% |
| All | -16.4% | +186.2% | -202.6% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling