+489.1%
DDOG vs LNG
+338.0%
+151.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +3.9% | -4.7% | +8.6% | +4.8% |
| 30D | -8.2% | +3.8% | -12.0% | -8.9% |
| 3M | -5.6% | +16.2% | -21.7% | -8.7% |
| 6M | +73.5% | +11.7% | +61.8% | +67.4% |
| YTD | +62.7% | +44.2% | +18.5% | +47.5% |
| 1Y | +59.0% | +18.6% | +40.4% | +50.9% |
| 3Y | +117.1% | +77.4% | +39.7% | +85.8% |
| 5Y | +61.3% | +232.3% | -171.0% | +20.7% |
| All | +489.1% | +338.0% | +151.1% | +378.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling