+467.1%
DDOG vs LDOS
+65.7%
+401.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -10.1% | -5.4% | -4.7% | -8.8% |
| 30D | -24.8% | +4.9% | -29.7% | -26.0% |
| 3M | -12.6% | +7.2% | -19.8% | -14.7% |
| 6M | +79.9% | -24.2% | +104.2% | +93.4% |
| YTD | +56.6% | -25.8% | +82.4% | +68.5% |
| 1Y | +61.6% | -24.7% | +86.3% | +73.2% |
| 3Y | +117.9% | +39.3% | +78.6% | +90.0% |
| 5Y | +54.2% | +43.3% | +10.9% | +31.6% |
| All | +467.1% | +65.7% | +401.3% | +327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling