+117.1%
DDOG vs LHX
+54.0%
+63.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.2% |
| 7D | +3.9% | -4.3% | +8.1% | +4.2% |
| 30D | -8.2% | -15.1% | +7.0% | -7.1% |
| 3M | -5.6% | -21.0% | +15.4% | -4.0% |
| 6M | +73.5% | -32.0% | +105.5% | +79.6% |
| YTD | +62.7% | -15.3% | +78.0% | +62.9% |
| 1Y | +59.0% | -11.1% | +70.0% | +57.7% |
| 3Y | +117.1% | +54.0% | +63.1% | +106.8% |
| All | +117.1% | +54.0% | +63.1% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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