-3.6%
DDOG vs LMT
+100.7%
-104.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | -0.2% |
| 7D | +2.9% | +5.1% | -2.2% | +3.0% |
| 30D | -31.6% | +14.1% | -45.8% | -30.7% |
| 3M | -27.0% | +0.3% | -27.3% | -26.6% |
| 6M | -10.3% | +16.1% | -26.4% | -8.6% |
| YTD | +35.4% | +25.5% | +10.0% | +38.5% |
| 1Y | -1.0% | +34.1% | -35.1% | +1.5% |
| 3Y | +76.7% | +45.1% | +31.6% | +80.0% |
| All | -3.6% | +100.7% | -104.2% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling