+19.8%
DDOG vs LH
+44.2%
-24.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.9% | -18.3% | -14.0% |
| 7D | -32.2% | +2.1% | -34.3% | -31.8% |
| 30D | -31.7% | +19.2% | -50.9% | -30.5% |
| 3M | -34.5% | +18.0% | -52.5% | -33.4% |
| 6M | +28.7% | +46.1% | -17.4% | +30.3% |
| YTD | +38.8% | +47.7% | -8.9% | +43.0% |
| 1Y | +19.8% | +47.2% | -27.4% | +25.4% |
| All | +19.8% | +44.2% | -24.4% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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