+467.1%
DDOG vs LH
+133.3%
+333.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -10.1% | -2.5% | -7.7% | -9.3% |
| 30D | -24.8% | +4.3% | -29.1% | -26.2% |
| 3M | -12.6% | +25.5% | -38.1% | -20.8% |
| 6M | +79.9% | +17.0% | +63.0% | +67.5% |
| YTD | +56.6% | +31.3% | +25.3% | +38.3% |
| 1Y | +61.6% | +20.0% | +41.6% | +47.5% |
| 3Y | +117.9% | +63.9% | +54.0% | +68.7% |
| 5Y | +54.2% | +30.9% | +23.4% | +30.4% |
| All | +467.1% | +133.3% | +333.8% | +281.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling