-10.7%
DDOG vs LDOS
-29.6%
+19.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | -19.1% | +1.9% | -21.0% | -19.2% |
| 30D | -39.2% | +12.8% | -52.0% | -40.1% |
| 3M | -31.6% | -1.0% | -30.6% | -31.8% |
| 6M | -10.9% | +6.2% | -17.1% | -11.5% |
| YTD | +31.2% | -23.2% | +54.4% | +41.2% |
| 1Y | -10.7% | -29.5% | +18.8% | +1.9% |
| All | -10.7% | -29.6% | +19.0% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling