+499.9%
DDOG vs LHX
+33.9%
+466.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.1% | +9.2% | +7.6% |
| 7D | +7.7% | -3.7% | +11.4% | +8.5% |
| 30D | -13.6% | -13.2% | -0.5% | -11.0% |
| 3M | -0.9% | -18.4% | +17.4% | +3.2% |
| 6M | +75.2% | -32.0% | +107.2% | +90.2% |
| YTD | +65.7% | -13.6% | +79.3% | +68.6% |
| 1Y | +60.4% | -6.0% | +66.3% | +59.4% |
| 3Y | +130.7% | +57.9% | +72.7% | +96.9% |
| 5Y | +59.9% | +19.2% | +40.7% | +44.6% |
| All | +499.9% | +33.9% | +466.0% | +391.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling