+490.5%
DDOG vs LH
+119.1%
+371.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | +0.2% |
| 7D | +3.2% | -7.4% | +10.6% | +6.4% |
| 30D | -10.2% | -4.6% | -5.6% | -8.6% |
| 3M | -2.6% | +14.5% | -17.1% | -8.4% |
| 6M | +80.1% | +14.8% | +65.3% | +68.8% |
| YTD | +63.0% | +23.3% | +39.8% | +47.5% |
| 1Y | +59.4% | +13.6% | +45.8% | +48.5% |
| 3Y | +127.0% | +56.3% | +70.7% | +78.8% |
| 5Y | +61.7% | +25.2% | +36.5% | +39.2% |
| All | +490.5% | +119.1% | +371.4% | +307.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling