+375.1%
DDOG vs LII
+58.8%
+316.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | -19.1% | +0.4% | -19.5% | -19.4% |
| 30D | -39.2% | -2.4% | -36.8% | -39.2% |
| 3M | -31.6% | -17.5% | -14.1% | -27.3% |
| 6M | -10.9% | -32.8% | +22.0% | -0.3% |
| YTD | +31.2% | -27.7% | +58.9% | +37.5% |
| 1Y | -10.7% | -28.1% | +17.4% | -6.3% |
| 3Y | +72.1% | -9.7% | +81.8% | +53.4% |
| 5Y | -5.5% | +19.5% | -25.0% | -32.8% |
| All | +375.1% | +58.8% | +316.3% | +219.8% |
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