+194.4%
PDD vs LVS
-29.9%
+224.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.6% |
| 7D | -4.4% | -2.7% | -1.7% | -3.0% |
| 30D | -15.5% | -4.7% | -10.8% | -13.4% |
| 3M | -4.1% | -15.6% | +11.5% | +4.7% |
| 6M | -23.4% | -18.6% | -4.8% | -15.3% |
| YTD | -30.7% | -32.3% | +1.6% | -16.4% |
| 1Y | -37.6% | -18.0% | -19.6% | -33.4% |
| 3Y | -17.5% | -5.8% | -11.7% | -22.4% |
| 5Y | -24.6% | +5.7% | -30.4% | -34.7% |
| All | +194.4% | -29.9% | +224.3% | +299.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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