+50.6%
DDOG vs LEN
-12.1%
+62.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.6% | +0.2% |
| 7D | -6.1% | -2.9% | -3.2% | -5.0% |
| 30D | -10.1% | -8.9% | -1.3% | -7.2% |
| 3M | -9.3% | -10.9% | +1.6% | -5.8% |
| 6M | +67.2% | -19.7% | +86.8% | +79.6% |
| YTD | +54.6% | -20.6% | +75.2% | +63.8% |
| 1Y | +54.1% | -42.4% | +96.5% | +90.6% |
| 3Y | +115.3% | -26.5% | +141.8% | +99.3% |
| 5Y | +50.6% | -10.9% | +61.6% | +10.6% |
| All | +50.6% | -12.1% | +62.7% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling