+61.6%
DDOG vs LNG
+23.0%
+38.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.8% |
| 7D | -10.1% | +3.4% | -13.6% | -9.4% |
| 30D | -24.8% | +14.9% | -39.7% | -22.2% |
| 3M | -12.6% | +21.4% | -34.0% | -8.5% |
| 6M | +79.9% | +17.8% | +62.1% | +78.8% |
| YTD | +56.6% | +51.3% | +5.3% | +41.9% |
| 1Y | +61.6% | +24.4% | +37.1% | +47.2% |
| All | +61.6% | +23.0% | +38.5% | +47.2% |
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