+76.7%
DDOG vs LH
+86.5%
-9.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +2.9% | +1.1% | +1.8% | +2.7% |
| 30D | -31.6% | +16.7% | -48.4% | -33.0% |
| 3M | -27.0% | +15.1% | -42.1% | -28.4% |
| 6M | -10.3% | +46.3% | -56.6% | -16.1% |
| YTD | +35.4% | +48.8% | -13.3% | +26.0% |
| 1Y | -1.0% | +39.7% | -40.7% | -6.6% |
| 3Y | +76.7% | +87.0% | -10.4% | +54.1% |
| All | +76.7% | +86.5% | -9.8% | +54.1% |
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