+115.3%
DDOG vs LH
+64.5%
+50.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -1.2% |
| 7D | -6.1% | -0.8% | -5.2% | -6.0% |
| 30D | -10.1% | +2.0% | -12.1% | -10.4% |
| 3M | -9.3% | +24.3% | -33.5% | -12.5% |
| 6M | +67.2% | +21.1% | +46.1% | +62.0% |
| YTD | +54.6% | +30.4% | +24.1% | +47.4% |
| 1Y | +54.1% | +18.4% | +35.7% | +49.5% |
| 3Y | +115.3% | +65.5% | +49.8% | +100.3% |
| All | +115.3% | +64.5% | +50.8% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling