+125.1%
DDOG vs LDOS
+32.3%
+92.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +2.9% |
| 7D | -23.9% | -7.2% | -16.7% | -23.1% |
| 30D | -34.0% | +16.8% | -50.9% | -36.0% |
| 3M | -21.9% | -1.6% | -20.3% | -21.9% |
| 6M | +24.6% | -1.0% | +25.6% | +24.0% |
| YTD | +31.7% | -25.8% | +57.4% | +41.2% |
| 1Y | -6.2% | -31.1% | +24.9% | +2.6% |
| 3Y | +125.1% | +32.8% | +92.3% | +145.0% |
| All | +125.1% | +32.3% | +92.8% | +145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling