+365.0%
DDOG vs LBRT
+7.8%
+357.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -13.7% | +6.2% | -6.0% |
| 7D | -34.3% | -34.8% | +0.5% | -31.3% |
| 30D | -37.2% | -43.6% | +6.3% | -33.4% |
| 3M | -38.3% | -41.2% | +2.9% | -35.0% |
| 6M | +19.8% | -66.1% | +85.9% | +32.1% |
| YTD | +28.4% | -37.9% | +66.3% | +32.5% |
| 1Y | +12.7% | -33.9% | +46.5% | +15.4% |
| 3Y | +112.8% | -40.9% | +153.7% | +114.0% |
| 5Y | -5.9% | +2.1% | -8.0% | -11.3% |
| All | +365.0% | +7.8% | +357.2% | +307.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling