+467.1%
DDOG vs LEN
+75.1%
+392.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.5% |
| 7D | -10.1% | -3.2% | -7.0% | -9.2% |
| 30D | -24.8% | -4.9% | -19.9% | -23.6% |
| 3M | -12.6% | -8.5% | -4.1% | -10.5% |
| 6M | +79.9% | -20.7% | +100.6% | +91.9% |
| YTD | +56.6% | -17.4% | +74.0% | +62.5% |
| 1Y | +61.6% | -38.2% | +99.8% | +86.0% |
| 3Y | +117.9% | -24.9% | +142.7% | +118.7% |
| 5Y | +54.2% | -11.4% | +65.7% | +40.0% |
| All | +467.1% | +75.1% | +392.0% | +361.7% |
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