-13.4%
PDD vs LTH
+160.9%
-174.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.1% | -0.6% | -3.4% | -3.9% |
| 30D | -9.6% | -4.6% | -5.0% | -8.6% |
| 3M | -4.3% | +32.8% | -37.1% | -12.4% |
| 6M | -18.8% | +64.6% | -83.4% | -30.8% |
| YTD | -27.5% | +62.6% | -90.1% | -38.1% |
| 1Y | -33.6% | +49.9% | -83.6% | -42.2% |
| 3Y | -20.4% | +151.3% | -171.7% | -44.2% |
| All | -13.4% | +160.9% | -174.3% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling