+378.3%
DDOG vs LDOS
+69.6%
+308.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.2% |
| 7D | -16.9% | -5.8% | -11.1% | -15.8% |
| 30D | -38.8% | +11.6% | -50.3% | -40.6% |
| 3M | -23.2% | -1.0% | -22.2% | -23.3% |
| 6M | -10.3% | +5.1% | -15.3% | -12.4% |
| YTD | +32.1% | -24.0% | +56.1% | +40.7% |
| 1Y | -6.1% | -30.3% | +24.2% | +2.6% |
| 3Y | +79.2% | +37.0% | +42.3% | +56.9% |
| 5Y | -8.6% | +53.4% | -62.0% | -23.8% |
| All | +378.3% | +69.6% | +308.7% | +256.9% |
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