+467.1%
DDOG vs LII
+77.5%
+389.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.3% |
| 7D | -10.1% | -0.7% | -9.4% | -9.9% |
| 30D | -24.8% | -12.6% | -12.2% | -20.9% |
| 3M | -12.6% | -24.4% | +11.8% | -5.2% |
| 6M | +79.9% | -28.7% | +108.6% | +96.3% |
| YTD | +56.6% | -19.1% | +75.7% | +59.1% |
| 1Y | +61.6% | -29.7% | +91.3% | +75.1% |
| 3Y | +117.9% | +4.8% | +113.1% | +84.3% |
| 5Y | +54.2% | +24.6% | +29.7% | +7.8% |
| All | +467.1% | +77.5% | +389.5% | +270.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling