+125.1%
DDOG vs LII
-8.7%
+133.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.8% |
| 7D | -23.9% | -0.6% | -23.3% | -23.9% |
| 30D | -34.0% | -4.6% | -29.4% | -33.8% |
| 3M | -21.9% | -21.2% | -0.7% | -19.0% |
| 6M | +24.6% | -36.4% | +61.0% | +32.7% |
| YTD | +31.7% | -28.9% | +60.6% | +32.1% |
| 1Y | -6.2% | -29.5% | +23.4% | -5.6% |
| 3Y | +125.1% | -8.6% | +133.6% | +73.7% |
| All | +125.1% | -8.7% | +133.8% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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