-39.3%
PDD vs LTH
+84.4%
-123.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | +5.6% | +4.5% | +1.1% | +5.0% |
| 30D | +5.8% | +16.3% | -10.6% | +3.6% |
| 3M | -8.6% | +8.4% | -17.0% | -9.6% |
| 6M | -18.8% | +40.3% | -59.1% | -23.9% |
| YTD | -26.8% | +77.3% | -104.1% | -34.5% |
| 1Y | -39.3% | +88.0% | -127.2% | -45.7% |
| All | -39.3% | +84.4% | -123.7% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling