-3.6%
DDOG vs LDOS
+48.3%
-51.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | +2.9% | -1.6% | +4.5% | +3.1% |
| 30D | -31.6% | +8.2% | -39.9% | -33.0% |
| 3M | -27.0% | -8.2% | -18.8% | -26.0% |
| 6M | -10.3% | +5.8% | -16.1% | -12.3% |
| YTD | +35.4% | -27.0% | +62.4% | +45.1% |
| 1Y | -1.0% | -31.0% | +30.0% | +7.8% |
| 3Y | +76.7% | +29.3% | +47.4% | +58.7% |
| All | -3.6% | +48.3% | -51.9% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling