+19.8%
DDOG vs LEN
-21.9%
+41.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +7.1% | -21.5% | -12.7% |
| 7D | -32.2% | +10.5% | -42.7% | -30.5% |
| 30D | -31.7% | +24.6% | -56.4% | -28.9% |
| 3M | -34.5% | +6.6% | -41.1% | -33.1% |
| 6M | +28.7% | +10.6% | +18.0% | +32.5% |
| YTD | +38.8% | -8.3% | +47.1% | +39.5% |
| 1Y | +19.8% | -22.5% | +42.3% | +22.1% |
| All | +19.8% | -21.9% | +41.7% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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