+19.8%
DDOG vs LNG
+42.0%
-22.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -6.2% | -8.3% | -15.2% |
| 7D | -32.2% | -1.9% | -30.3% | -31.7% |
| 30D | -31.7% | +6.2% | -37.9% | -29.9% |
| 3M | -34.5% | +13.7% | -48.3% | -31.3% |
| 6M | +28.7% | +7.5% | +21.1% | +36.3% |
| YTD | +38.8% | +51.3% | -12.5% | +21.2% |
| 1Y | +19.8% | +42.6% | -22.8% | +16.7% |
| All | +19.8% | +42.0% | -22.2% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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