-16.8%
PDD vs LTH
+180.7%
-197.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.3% |
| 7D | -4.9% | -1.3% | -3.6% | -4.6% |
| 30D | -3.0% | +15.7% | -18.7% | -7.1% |
| 3M | -6.2% | +5.0% | -11.2% | -7.8% |
| 6M | -20.7% | +37.7% | -58.4% | -28.4% |
| YTD | -30.4% | +75.0% | -105.4% | -42.0% |
| 1Y | -41.3% | +82.6% | -123.9% | -51.8% |
| 3Y | -27.7% | +241.3% | -269.0% | -54.3% |
| 5Y | -16.9% | +135.4% | -152.3% | -55.8% |
| All | -16.8% | +180.7% | -197.6% | -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