+391.0%
DDOG vs LEN
+82.0%
+309.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +3.5% |
| 7D | -2.3% | -6.4% | +4.1% | -0.4% |
| 30D | -35.8% | +15.6% | -51.5% | -39.7% |
| 3M | -25.3% | -0.8% | -24.5% | -26.4% |
| 6M | -8.9% | +0.4% | -9.2% | -11.2% |
| YTD | +35.6% | -14.1% | +49.7% | +36.6% |
| 1Y | -6.8% | -29.6% | +22.8% | +0.9% |
| 3Y | +77.9% | -23.1% | +101.0% | +74.8% |
| 5Y | -3.1% | -8.9% | +5.7% | -14.3% |
| All | +391.0% | +82.0% | +309.0% | +288.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling