+19.8%
DDOG vs LMT
+26.0%
-6.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -6.9% | -7.5% | -15.0% |
| 7D | -32.2% | -5.5% | -26.7% | -32.5% |
| 30D | -31.7% | +17.5% | -49.2% | -28.6% |
| 3M | -34.5% | +1.6% | -36.1% | -33.2% |
| 6M | +28.7% | +16.3% | +12.3% | +37.0% |
| YTD | +38.8% | +25.3% | +13.5% | +59.6% |
| 1Y | +19.8% | +25.9% | -6.0% | +36.8% |
| All | +19.8% | +26.0% | -6.2% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 1y: compounded portfolio wealth divided by compounded LMT 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…
1y analysis · Full analysis span regression · 6 months rolling