+490.5%
DDOG vs LMT
+60.9%
+429.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | +3.2% | -0.5% | +3.8% | +3.3% |
| 30D | -10.2% | -10.8% | +0.6% | -9.3% |
| 3M | -2.6% | +1.6% | -4.2% | -2.7% |
| 6M | +80.1% | -17.6% | +97.7% | +83.3% |
| YTD | +63.0% | +11.6% | +51.5% | +60.4% |
| 1Y | +59.4% | +17.2% | +42.1% | +55.8% |
| 3Y | +127.0% | +35.7% | +91.3% | +113.2% |
| 5Y | +61.7% | +75.2% | -13.5% | +39.7% |
| All | +490.5% | +60.9% | +429.6% | +396.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling