+19.8%
DDOG vs LBRT
-25.0%
+44.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -11.2% | -3.2% | -13.0% |
| 7D | -32.2% | -25.3% | -6.9% | -30.2% |
| 30D | -31.7% | -32.9% | +1.1% | -29.7% |
| 3M | -34.5% | -33.3% | -1.2% | -32.5% |
| 6M | +28.7% | -61.0% | +89.6% | +31.0% |
| YTD | +38.8% | -28.0% | +66.8% | +35.9% |
| 1Y | +19.8% | -21.5% | +41.3% | +14.0% |
| All | +19.8% | -25.0% | +44.8% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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