-3.1%
DDOG vs LBRT
+22.2%
-25.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.3% | +0.1% | +2.9% |
| 7D | -2.3% | -1.9% | -0.4% | -2.1% |
| 30D | -35.8% | -32.0% | -3.8% | -32.6% |
| 3M | -25.3% | -39.7% | +14.4% | -20.7% |
| 6M | -8.9% | -61.1% | +52.2% | +0.8% |
| YTD | +35.6% | -29.4% | +65.0% | +37.8% |
| 1Y | -6.8% | -24.5% | +17.6% | -6.3% |
| 3Y | +77.9% | -28.1% | +106.0% | +72.7% |
| 5Y | -3.1% | +23.9% | -27.0% | -11.9% |
| All | -3.1% | +22.2% | -25.4% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling