+391.0%
DDOG vs LDOS
+67.3%
+323.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.8% | +3.9% |
| 7D | -2.3% | -1.3% | -1.0% | -2.0% |
| 30D | -35.8% | +10.1% | -45.9% | -37.6% |
| 3M | -25.3% | -4.7% | -20.6% | -24.7% |
| 6M | -8.9% | +5.6% | -14.4% | -11.2% |
| YTD | +35.6% | -25.1% | +60.7% | +44.8% |
| 1Y | -6.8% | -31.7% | +24.9% | +2.3% |
| 3Y | +77.9% | +33.7% | +44.2% | +56.7% |
| 5Y | -3.1% | +54.4% | -57.5% | -19.5% |
| All | +391.0% | +67.3% | +323.7% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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